+8,592.5%
FIX vs EQT
+2,100.2%
+6,492.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.6% |
| 7D | +9.4% | +6.9% | +2.5% | +7.5% |
| 30D | -27.8% | +0.4% | -28.2% | -27.9% |
| 3M | -35.6% | -2.0% | -33.5% | -35.3% |
| 6M | -45.2% | -5.0% | -40.2% | -44.9% |
| YTD | +19.5% | -0.3% | +19.8% | +18.3% |
| 1Y | +24.2% | -11.3% | +35.5% | +26.8% |
| 3Y | +494.2% | +38.3% | +455.8% | +433.9% |
| 5Y | +1,036.1% | +166.4% | +869.8% | +713.3% |
| 10Y | +3,599.0% | +62.2% | +3,536.8% | +2,476.0% |
| All | +8,592.5% | +2,100.2% | +6,492.2% | +2,777.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling