+157.9%
EQX vs FFIV
+147.5%
+10.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.5% | -4.8% |
| 7D | -7.0% | +1.6% | -8.6% | -7.3% |
| 30D | +4.8% | -3.7% | +8.6% | +5.5% |
| 3M | +25.6% | +2.0% | +23.7% | +24.9% |
| 6M | -25.8% | +39.3% | -65.1% | -31.3% |
| YTD | -12.7% | +56.1% | -68.9% | -21.0% |
| 1Y | +14.1% | +22.0% | -7.9% | +7.8% |
| All | +157.9% | +147.5% | +10.4% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling