+369.6%
FAST vs EQX
+243.0%
+126.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +0.8% |
| 7D | -0.4% | -1.4% | +1.0% | -0.3% |
| 30D | -0.8% | +24.4% | -25.2% | -1.4% |
| 3M | +5.8% | +11.6% | -5.9% | +5.4% |
| 6M | +8.0% | -25.0% | +33.0% | +8.4% |
| YTD | +25.6% | -8.4% | +34.0% | +25.5% |
| 1Y | +0.8% | +43.4% | -42.6% | -0.5% |
| 3Y | +86.1% | +162.0% | -75.9% | +79.0% |
| 5Y | +100.2% | +70.1% | +30.1% | +89.3% |
| All | +369.6% | +243.0% | +126.6% | +430.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling