+131.2%
FITB vs EQX
+168.9%
-37.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | -0.3% | -3.2% | +2.9% | -0.2% |
| 30D | -5.7% | +7.8% | -13.4% | -5.9% |
| 3M | +3.2% | +21.3% | -18.2% | +2.4% |
| 6M | +23.4% | -22.4% | +45.8% | +24.1% |
| YTD | +18.8% | -11.3% | +30.1% | +18.6% |
| 1Y | +25.0% | +13.5% | +11.5% | +23.5% |
| 3Y | +131.2% | +162.1% | -30.9% | +108.2% |
| All | +131.2% | +168.9% | -37.7% | +108.2% |
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