+72.2%
EQX vs FLR
+238.1%
-165.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | -3.2% | -3.5% | +0.3% | -2.4% |
| 30D | +7.8% | +4.2% | +3.6% | +6.6% |
| 3M | +21.3% | +8.1% | +13.3% | +18.4% |
| 6M | -22.4% | +21.5% | -43.9% | -26.8% |
| YTD | -11.3% | +36.8% | -48.1% | -18.6% |
| 1Y | +13.5% | +31.2% | -17.7% | +4.9% |
| 3Y | +162.1% | +53.9% | +108.2% | +116.0% |
| All | +72.2% | +238.1% | -165.9% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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