+169.0%
FDX vs EQX
+244.1%
-75.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.6% |
| 7D | -2.3% | +1.7% | -4.1% | -2.4% |
| 30D | -4.9% | +11.1% | -16.0% | -5.4% |
| 3M | -6.5% | +23.1% | -29.5% | -7.4% |
| 6M | +6.7% | -21.8% | +28.5% | +7.2% |
| YTD | +33.9% | -8.1% | +42.0% | +33.5% |
| 1Y | +72.2% | +29.7% | +42.5% | +69.2% |
| 3Y | +60.2% | +179.9% | -119.7% | +50.5% |
| 5Y | +62.9% | +82.5% | -19.6% | +51.2% |
| All | +169.0% | +244.1% | -75.1% | +216.9% |
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