+182.3%
FANG vs EQX
+232.0%
-49.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +2.9% | -3.2% | +6.1% | +3.2% |
| 30D | +2.6% | +7.8% | -5.1% | +1.5% |
| 3M | +7.6% | +21.3% | -13.8% | +4.5% |
| 6M | +17.3% | -22.4% | +39.7% | +19.3% |
| YTD | +38.7% | -11.3% | +50.0% | +37.2% |
| 1Y | +51.6% | +13.5% | +38.1% | +43.9% |
| 3Y | +50.0% | +162.1% | -112.2% | +19.1% |
| 5Y | +237.6% | +84.2% | +153.4% | +172.3% |
| All | +182.3% | +232.0% | -49.8% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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