-22.6%
FPS vs EQX
-22.6%
0.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +12.8% | -30.1% | -22.7% |
| 7D | -23.3% | +7.6% | -31.0% | -26.6% |
| 30D | -42.4% | +0.4% | -42.9% | -42.4% |
| 3M | -43.0% | +18.0% | -61.0% | -48.1% |
| 6M | -44.5% | -18.4% | -26.1% | -40.7% |
| All | -22.6% | -22.6% | 0.0% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling