+82.7%
BP vs EQX
+232.0%
-149.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | +5.2% | -3.2% | +8.4% | +5.5% |
| 30D | +8.7% | +7.8% | +0.9% | +7.7% |
| 3M | +9.3% | +21.3% | -12.0% | +6.7% |
| 6M | +13.6% | -22.4% | +36.0% | +15.2% |
| YTD | +37.7% | -11.3% | +49.0% | +36.8% |
| 1Y | +40.6% | +13.5% | +27.1% | +34.9% |
| 3Y | +40.3% | +162.1% | -121.8% | +17.5% |
| 5Y | +141.4% | +84.2% | +57.2% | +103.5% |
| All | +82.7% | +232.0% | -149.3% | +58.0% |
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