+1,092.2%
FIX vs EQT
+187.4%
+904.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.7% |
| 7D | +6.4% | +0.3% | +6.1% | +6.4% |
| 30D | -29.1% | -0.7% | -28.4% | -29.0% |
| 3M | -31.1% | -2.8% | -28.4% | -30.8% |
| 6M | -42.8% | -6.1% | -36.7% | -42.2% |
| YTD | +24.6% | -0.5% | +25.2% | +23.4% |
| 1Y | +21.9% | -12.1% | +34.1% | +25.0% |
| 3Y | +524.9% | +40.4% | +484.5% | +465.7% |
| 5Y | +1,092.2% | +167.8% | +924.5% | +854.0% |
| All | +1,092.2% | +187.4% | +904.8% | +854.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling