+431.2%
FICO vs EQX
+232.0%
+199.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.4% |
| 7D | +5.7% | -3.2% | +8.9% | +6.0% |
| 30D | -5.6% | +7.8% | -13.4% | -6.2% |
| 3M | -16.9% | +21.3% | -38.2% | -18.3% |
| 6M | -15.4% | -22.4% | +7.0% | -14.2% |
| YTD | -41.7% | -11.3% | -30.4% | -41.9% |
| 1Y | -38.3% | +13.5% | -51.8% | -40.2% |
| 3Y | +8.9% | +162.1% | -153.2% | -6.1% |
| 5Y | +118.3% | +84.2% | +34.1% | +85.2% |
| All | +431.2% | +232.0% | +199.2% | +437.8% |
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 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