+31.6%
FAST vs EQX
+7.1%
+24.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.8% | -11.1% | +1.3% |
| 7D | +3.4% | +7.6% | -4.2% | +3.1% |
| 30D | +5.5% | +0.4% | +5.1% | +5.4% |
| 3M | +7.6% | +18.0% | -10.4% | +6.8% |
| 6M | +19.8% | -18.4% | +38.2% | +20.6% |
| YTD | +35.5% | -19.3% | +54.8% | +37.0% |
| 1Y | +31.6% | +9.2% | +22.4% | +35.3% |
| All | +31.6% | +7.1% | +24.6% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling