-35.8%
EFX vs EQX
+83.7%
-119.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.4% |
| 7D | -4.5% | -3.2% | -1.3% | -4.3% |
| 30D | -6.1% | +7.8% | -13.8% | -6.7% |
| 3M | +6.2% | +21.3% | -15.1% | +4.4% |
| 6M | -11.2% | -22.4% | +11.2% | -10.0% |
| YTD | -21.4% | -11.3% | -10.1% | -21.6% |
| 1Y | -34.3% | +13.5% | -47.8% | -36.3% |
| 3Y | -12.5% | +162.1% | -174.7% | -25.1% |
| All | -35.8% | +83.7% | -119.4% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling