-28.6%
FISV vs EQX
+232.0%
-260.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.3% |
| 7D | -2.7% | -3.2% | +0.5% | -2.5% |
| 30D | 0.0% | +7.8% | -7.7% | -0.4% |
| 3M | -2.8% | +21.3% | -24.1% | -3.9% |
| 6M | -11.8% | -22.4% | +10.6% | -11.1% |
| YTD | -23.2% | -11.3% | -11.9% | -23.4% |
| 1Y | -62.0% | +13.5% | -75.5% | -62.7% |
| 3Y | -57.6% | +162.1% | -219.7% | -61.4% |
| 5Y | -53.4% | +84.2% | -137.6% | -57.9% |
| All | -28.6% | +232.0% | -260.6% | -22.3% |
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