-79.9%
FIG vs EQX
+101.8%
-181.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.1% | +4.7% |
| 7D | -3.8% | -3.2% | -0.6% | -3.6% |
| 30D | -2.3% | +7.8% | -10.1% | -3.0% |
| 3M | +20.0% | +21.3% | -1.4% | +17.3% |
| 6M | -16.7% | -22.4% | +5.8% | -14.3% |
| YTD | -37.9% | -11.3% | -26.6% | -39.2% |
| 1Y | -58.5% | +13.5% | -72.0% | -62.1% |
| All | -79.9% | +101.8% | -181.7% | -81.5% |
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 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