+72.3%
FE vs EQX
+232.0%
-159.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -1.4% | -3.2% | +1.8% | -1.2% |
| 30D | -1.9% | +7.8% | -9.6% | -2.3% |
| 3M | -0.2% | +21.3% | -21.5% | -1.3% |
| 6M | -7.1% | -22.4% | +15.3% | -6.3% |
| YTD | +6.1% | -11.3% | +17.5% | +6.0% |
| 1Y | +10.1% | +13.5% | -3.4% | +8.2% |
| 3Y | +46.9% | +162.1% | -115.3% | +35.4% |
| 5Y | +50.0% | +84.2% | -34.2% | +37.6% |
| All | +72.3% | +232.0% | -159.7% | +62.9% |
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 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