+233.4%
EQX vs FLR
+76.2%
+157.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.7% | -4.8% |
| 7D | -7.0% | -6.9% | -0.1% | -6.2% |
| 30D | +4.8% | +1.1% | +3.7% | +4.6% |
| 3M | +25.6% | +14.3% | +11.3% | +23.2% |
| 6M | -25.8% | +19.1% | -44.9% | -27.8% |
| YTD | -12.7% | +35.1% | -47.9% | -16.3% |
| 1Y | +14.1% | +29.5% | -15.4% | +9.9% |
| 3Y | +165.7% | +53.0% | +112.7% | +146.0% |
| 5Y | +81.2% | +238.9% | -157.7% | +56.0% |
| All | +233.4% | +76.2% | +157.2% | +189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling