+202.4%
BAC vs EQX
+232.0%
-29.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | 0.0% | -3.2% | +3.2% | +0.1% |
| 30D | -2.8% | +7.8% | -10.5% | -3.1% |
| 3M | +14.2% | +21.3% | -7.1% | +13.1% |
| 6M | +30.5% | -22.4% | +53.0% | +31.3% |
| YTD | +15.8% | -11.3% | +27.1% | +15.6% |
| 1Y | +26.2% | +13.5% | +12.7% | +24.5% |
| 3Y | +136.5% | +162.1% | -25.6% | +123.5% |
| 5Y | +75.9% | +84.2% | -8.2% | +63.9% |
| All | +202.4% | +232.0% | -29.6% | +229.9% |
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