-25.6%
EFX vs EQX
+42.9%
-68.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -4.0% | -6.3% |
| 7D | -8.6% | -1.4% | -7.3% | -8.6% |
| 30D | +0.1% | +24.4% | -24.3% | 0.0% |
| 3M | +3.8% | +11.6% | -7.8% | +4.1% |
| 6M | -13.5% | -25.0% | +11.5% | -14.0% |
| YTD | -17.7% | -8.4% | -9.3% | -17.2% |
| 1Y | -25.6% | +43.4% | -69.0% | -27.9% |
| All | -25.6% | +42.9% | -68.5% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling