+58.0%
EQX vs FGI
-66.3%
+124.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.2% | -10.4% | -4.4% |
| 7D | -8.3% | +13.5% | -21.8% | -8.6% |
| 30D | -4.7% | +17.1% | -21.8% | -5.0% |
| 3M | -10.1% | +78.0% | -88.2% | -12.8% |
| 6M | -29.9% | +46.4% | -76.3% | -31.8% |
| YTD | -26.0% | +47.7% | -73.8% | -29.7% |
| 1Y | -21.0% | +56.8% | -77.8% | -25.4% |
| 3Y | +127.7% | +12.3% | +115.4% | +106.7% |
| All | +58.0% | -66.3% | +124.4% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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