+162.1%
EQX vs FTV
-5.2%
+167.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.2% | -4.0% | +0.8% | -2.1% |
| 30D | +7.8% | -11.0% | +18.8% | +11.1% |
| 3M | +21.3% | -8.4% | +29.7% | +24.1% |
| 6M | -22.4% | -2.6% | -19.9% | -22.0% |
| YTD | -11.3% | -0.6% | -10.7% | -11.6% |
| 1Y | +13.5% | +11.0% | +2.6% | +9.1% |
| 3Y | +162.1% | -6.3% | +168.5% | +163.6% |
| All | +162.1% | -5.2% | +167.4% | +163.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling