+403.2%
FICO vs EQX
+238.5%
+164.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -15.4% | +3.8% | -19.2% | -15.7% |
| 30D | -10.4% | +9.4% | -19.8% | -11.0% |
| 3M | -22.7% | +16.8% | -39.5% | -23.8% |
| 6M | -36.8% | -23.7% | -13.1% | -35.7% |
| YTD | -44.8% | -9.6% | -35.2% | -45.1% |
| 1Y | -39.3% | +29.1% | -68.4% | -42.0% |
| 3Y | +3.7% | +175.3% | -171.6% | -11.0% |
| 5Y | +101.7% | +77.3% | +24.5% | +71.8% |
| All | +403.2% | +238.5% | +164.7% | +408.5% |
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