-35.0%
BAX vs EQX
+168.9%
-203.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.7% |
| 7D | -7.9% | -3.2% | -4.7% | -7.6% |
| 30D | -11.7% | +7.8% | -19.4% | -12.2% |
| 3M | +16.2% | +21.3% | -5.1% | +14.2% |
| 6M | +32.0% | -22.4% | +54.4% | +33.5% |
| YTD | +24.7% | -11.3% | +36.0% | +25.0% |
| 1Y | -2.6% | +13.5% | -16.1% | -4.0% |
| 3Y | -35.0% | +162.1% | -197.1% | -40.6% |
| All | -35.0% | +168.9% | -203.9% | -40.6% |
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 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