+700.1%
FN vs EQX
+243.0%
+457.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.4% |
| 7D | -1.7% | -1.4% | -0.3% | -1.6% |
| 30D | -22.0% | +24.4% | -46.4% | -24.1% |
| 3M | -43.0% | +11.6% | -54.6% | -43.9% |
| 6M | -27.7% | -25.0% | -2.8% | -26.2% |
| YTD | -10.5% | -8.4% | -2.1% | -10.9% |
| 1Y | +12.5% | +43.4% | -30.9% | +6.9% |
| 3Y | +153.8% | +162.0% | -8.2% | +123.1% |
| 5Y | +288.0% | +70.1% | +217.9% | +239.6% |
| All | +700.1% | +243.0% | +457.1% | +774.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling