-39.8%
FICO vs EQX
+15.4%
-55.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.8% | -2.4% |
| 7D | -14.1% | -7.0% | -7.1% | -14.2% |
| 30D | -7.5% | +4.8% | -12.3% | -7.2% |
| 3M | -21.3% | +25.6% | -46.9% | -19.8% |
| 6M | -25.2% | -25.8% | +0.6% | -25.5% |
| YTD | -43.2% | -12.7% | -30.4% | -42.9% |
| All | -39.8% | +15.4% | -55.2% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling