+106.4%
FAST vs EQX
+73.3%
+33.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.5% | +0.6% |
| 7D | -0.4% | -7.0% | +6.6% | -0.2% |
| 30D | -6.4% | +4.8% | -11.3% | -6.6% |
| 3M | +7.1% | +25.6% | -18.6% | +6.0% |
| 6M | +7.0% | -25.8% | +32.8% | +7.8% |
| YTD | +24.1% | -12.7% | +36.9% | +24.1% |
| 1Y | +4.4% | +14.1% | -9.7% | +3.2% |
| 3Y | +93.2% | +165.7% | -72.5% | +80.6% |
| 5Y | +106.4% | +81.2% | +25.1% | +89.1% |
| All | +106.4% | +73.3% | +33.1% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling