+238.8%
EQX vs FND
+84.6%
+154.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -3.2% | -5.8% | +2.6% | -2.4% |
| 30D | +7.8% | -20.2% | +28.0% | +11.3% |
| 3M | +21.3% | -12.0% | +33.3% | +23.1% |
| 6M | -22.4% | -18.5% | -3.9% | -20.6% |
| YTD | -11.3% | -22.3% | +10.9% | -9.0% |
| 1Y | +13.5% | -47.6% | +61.2% | +22.6% |
| 3Y | +162.1% | -49.8% | +211.9% | +177.7% |
| 5Y | +84.2% | -63.0% | +147.2% | +93.4% |
| All | +238.8% | +84.6% | +154.3% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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