+8.6%
FICO vs EQX
+178.7%
-170.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.7% | +5.3% |
| 7D | -10.6% | +1.7% | -12.3% | -10.6% |
| 30D | -6.3% | +11.1% | -17.4% | -6.4% |
| 3M | -19.7% | +23.1% | -42.8% | -19.6% |
| 6M | -31.8% | -21.8% | -9.9% | -31.4% |
| YTD | -41.8% | -8.1% | -33.7% | -41.8% |
| 1Y | -36.4% | +29.7% | -66.1% | -37.2% |
| All | +8.6% | +178.7% | -170.0% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling