+73.5%
FE vs EQX
+238.5%
-165.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +0.6% | +3.8% | -3.1% | +0.4% |
| 30D | -2.1% | +9.4% | -11.5% | -2.6% |
| 3M | +2.6% | +16.8% | -14.2% | +1.6% |
| 6M | -6.8% | -23.7% | +16.9% | -5.9% |
| YTD | +6.9% | -9.6% | +16.5% | +6.7% |
| 1Y | +11.6% | +29.1% | -17.6% | +8.9% |
| 3Y | +47.7% | +175.3% | -127.6% | +35.8% |
| 5Y | +46.2% | +77.3% | -31.1% | +34.3% |
| All | +73.5% | +238.5% | -165.0% | +63.8% |
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