+233.4%
EQX vs FTV
+34.0%
+199.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.7% | -4.5% |
| 7D | -7.0% | -5.2% | -1.8% | -5.8% |
| 30D | +4.8% | -11.5% | +16.4% | +8.0% |
| 3M | +25.6% | -9.0% | +34.7% | +28.5% |
| 6M | -25.8% | -2.0% | -23.8% | -25.6% |
| YTD | -12.7% | -0.9% | -11.8% | -13.0% |
| 1Y | +14.1% | +14.8% | -0.7% | +9.3% |
| 3Y | +165.7% | -5.5% | +171.3% | +165.0% |
| 5Y | +81.2% | -1.9% | +83.1% | +75.0% |
| All | +233.4% | +34.0% | +199.4% | +253.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling