+14.4%
FIX vs EQT
-3.4%
+17.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -3.2% | -11.9% | -14.9% |
| 7D | -18.9% | -6.6% | -12.3% | -18.6% |
| 30D | -36.3% | +2.7% | -39.0% | -36.4% |
| 3M | -38.5% | -0.2% | -38.4% | -38.6% |
| 6M | -42.3% | -10.6% | -31.7% | -41.3% |
| YTD | +17.1% | -1.2% | +18.3% | +16.9% |
| 1Y | +14.4% | -4.9% | +19.2% | +13.2% |
| All | +14.4% | -3.4% | +17.8% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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