+238.8%
EQX vs FTV
+34.4%
+204.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.2% | -4.0% | +0.8% | -2.2% |
| 30D | +7.8% | -11.0% | +18.8% | +10.9% |
| 3M | +21.3% | -8.4% | +29.7% | +23.9% |
| 6M | -22.4% | -2.6% | -19.9% | -22.1% |
| YTD | -11.3% | -0.6% | -10.7% | -11.7% |
| 1Y | +13.5% | +11.0% | +2.6% | +9.7% |
| 3Y | +162.1% | -6.3% | +168.5% | +162.0% |
| 5Y | +84.2% | -1.5% | +85.7% | +77.7% |
| All | +238.8% | +34.4% | +204.4% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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