-55.8%
FIG vs EQX
+42.9%
-98.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -4.1% |
| 7D | -16.3% | -1.4% | -14.9% | -16.2% |
| 30D | -14.3% | +24.4% | -38.7% | -16.5% |
| 3M | +7.2% | +11.6% | -4.5% | +5.7% |
| 6M | -18.6% | -25.0% | +6.4% | -14.6% |
| YTD | -35.5% | -8.4% | -27.1% | -37.5% |
| 1Y | -55.8% | +43.4% | -99.2% | -63.0% |
| All | -55.8% | +42.9% | -98.7% | -63.0% |
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 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