+297.4%
FN vs EQX
+79.7%
+217.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +5.8% | +1.7% | +4.1% | +5.5% |
| 30D | -20.6% | +11.1% | -31.7% | -21.9% |
| 3M | -28.6% | +23.1% | -51.7% | -30.8% |
| 6M | -20.7% | -21.8% | +1.1% | -19.3% |
| YTD | -8.1% | -8.1% | 0.0% | -8.7% |
| 1Y | +13.3% | +29.7% | -16.4% | +8.2% |
| 3Y | +175.7% | +179.9% | -4.2% | +138.1% |
| 5Y | +297.4% | +82.5% | +214.9% | +239.9% |
| All | +297.4% | +79.7% | +217.7% | +239.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling