+84.4%
FICO vs EQX
+24.7%
+59.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +2.2% | -10.5% | +12.7% | +3.0% |
| 30D | +0.1% | +0.2% | -0.1% | -0.1% |
| 3M | -35.2% | -7.9% | -27.2% | -34.9% |
| 6M | -32.4% | -28.6% | -3.7% | -31.0% |
| YTD | -57.4% | -26.3% | -31.1% | -57.1% |
| 1Y | -58.5% | -20.2% | -38.3% | -58.6% |
| 3Y | -28.9% | +131.1% | -159.9% | -38.7% |
| All | +84.4% | +24.7% | +59.6% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling