+238.8%
EQX vs FFIV
+160.3%
+78.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.8% |
| 7D | -3.2% | +5.4% | -8.6% | -4.5% |
| 30D | +7.8% | -2.7% | +10.4% | +8.3% |
| 3M | +21.3% | +4.5% | +16.8% | +19.5% |
| 6M | -22.4% | +42.2% | -64.6% | -29.8% |
| YTD | -11.3% | +61.3% | -72.6% | -22.4% |
| 1Y | +13.5% | +23.0% | -9.5% | +5.9% |
| 3Y | +162.1% | +156.3% | +5.9% | +96.2% |
| 5Y | +84.2% | +102.9% | -18.7% | +41.5% |
| All | +238.8% | +160.3% | +78.6% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling