+2,213.2%
FIX vs EQT
+197.3%
+2,015.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +6.1% | -0.8% | +6.9% | +6.3% |
| 30D | -2.7% | +6.6% | -9.3% | -4.4% |
| 3M | -10.9% | +4.4% | -15.3% | -12.3% |
| 6M | +29.0% | -10.5% | +39.5% | +32.1% |
| YTD | +76.9% | +3.7% | +73.1% | +73.5% |
| 1Y | +130.7% | +9.9% | +120.9% | +121.8% |
| 3Y | +790.7% | +35.4% | +755.3% | +713.1% |
| All | +2,213.2% | +197.3% | +2,015.9% | +1,713.6% |
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