+127.9%
BBY vs EQX
+232.0%
-104.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.9% |
| 7D | +0.6% | -3.2% | +3.8% | +0.9% |
| 30D | +9.4% | +7.8% | +1.6% | +8.6% |
| 3M | +19.3% | +21.3% | -2.0% | +16.9% |
| 6M | +47.9% | -22.4% | +70.3% | +50.0% |
| YTD | +39.6% | -11.3% | +50.9% | +39.0% |
| 1Y | +22.2% | +13.5% | +8.7% | +18.4% |
| 3Y | +45.0% | +162.1% | -117.2% | +24.9% |
| 5Y | +2.6% | +84.2% | -81.6% | -12.0% |
| All | +127.9% | +232.0% | -104.2% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling