+544.1%
FN vs EQX
+176.1%
+368.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.3% |
| 7D | +0.3% | -10.5% | +10.8% | +1.7% |
| 30D | -16.5% | +0.2% | -16.7% | -16.6% |
| 3M | -42.1% | -7.9% | -34.2% | -41.7% |
| 6M | -52.9% | -28.6% | -24.3% | -51.4% |
| YTD | -28.0% | -26.3% | -1.7% | -26.5% |
| 1Y | -18.5% | -20.2% | +1.7% | -17.5% |
| 3Y | +93.9% | +131.1% | -37.2% | +74.0% |
| 5Y | +170.5% | +21.7% | +148.8% | +145.2% |
| All | +544.1% | +176.1% | +368.0% | +621.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling