+95.8%
EQX vs FGI
-70.4%
+166.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.5% | -9.9% | -2.5% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | +24.4% | +65.4% | -41.0% | +20.8% |
| 3M | +11.6% | +23.5% | -11.9% | +9.2% |
| 6M | -25.0% | +60.5% | -85.5% | -28.9% |
| YTD | -8.4% | +30.0% | -38.4% | -12.6% |
| 1Y | +43.4% | +82.1% | -38.7% | +31.7% |
| 3Y | +162.0% | -4.4% | +166.4% | +139.6% |
| All | +95.8% | -70.4% | +166.1% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling