+271.6%
ALL vs EQX
+232.0%
+39.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.7% |
| 7D | -2.3% | -3.2% | +0.9% | -2.2% |
| 30D | -0.4% | +7.8% | -8.2% | -0.6% |
| 3M | +16.0% | +21.3% | -5.3% | +15.4% |
| 6M | +24.6% | -22.4% | +47.0% | +25.3% |
| YTD | +23.7% | -11.3% | +35.0% | +23.5% |
| 1Y | +27.7% | +13.5% | +14.2% | +26.2% |
| 3Y | +150.2% | +162.1% | -11.9% | +136.0% |
| 5Y | +117.1% | +84.2% | +32.9% | +104.0% |
| All | +271.6% | +232.0% | +39.6% | +284.9% |
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 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