+2,624.8%
BE vs EQX
+232.0%
+2,392.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.0% | +6.1% |
| 7D | +9.0% | -3.2% | +12.2% | +10.3% |
| 30D | +16.3% | +7.8% | +8.5% | +12.5% |
| 3M | +10.8% | +21.3% | -10.5% | +2.2% |
| 6M | +73.2% | -22.4% | +95.6% | +85.5% |
| YTD | +217.4% | -11.3% | +228.7% | +221.3% |
| 1Y | +309.8% | +13.5% | +296.3% | +280.2% |
| 3Y | +1,726.2% | +162.1% | +1,564.0% | +1,066.7% |
| 5Y | +1,306.2% | +84.2% | +1,222.0% | +839.3% |
| All | +2,624.8% | +232.0% | +2,392.8% | +2,121.6% |
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 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