+81.2%
EQX vs FFIV
+95.0%
-13.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.5% | -4.6% |
| 7D | -7.0% | +1.6% | -8.6% | -7.4% |
| 30D | +4.8% | -3.7% | +8.6% | +5.8% |
| 3M | +25.6% | +2.0% | +23.7% | +24.3% |
| 6M | -25.8% | +39.3% | -65.1% | -34.2% |
| YTD | -12.7% | +56.1% | -68.9% | -25.5% |
| 1Y | +14.1% | +22.0% | -7.9% | +4.9% |
| 3Y | +165.7% | +148.2% | +17.5% | +78.9% |
| 5Y | +81.2% | +96.3% | -15.1% | +32.4% |
| All | +81.2% | +95.0% | -13.8% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling