+9.7%
FPS vs EQX
-14.9%
+24.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.3% | +8.2% |
| 7D | +1.5% | -3.2% | +4.7% | +3.0% |
| 30D | -16.9% | +7.8% | -24.6% | -20.1% |
| 3M | -45.3% | +21.3% | -66.7% | -51.2% |
| 6M | -10.3% | -22.4% | +12.1% | -2.3% |
| All | +9.7% | -14.9% | +24.7% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling