+29.3%
EMB vs EQX
+226.7%
-197.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | -0.5% |
| 7D | -1.1% | -7.0% | +5.9% | -0.7% |
| 30D | -1.1% | +4.8% | -5.9% | -1.4% |
| 3M | -0.8% | +25.6% | -26.4% | -2.4% |
| 6M | -0.1% | -25.8% | +25.8% | +1.2% |
| YTD | +0.4% | -12.7% | +13.2% | +0.4% |
| 1Y | +3.3% | +14.1% | -10.8% | +1.1% |
| 3Y | +29.0% | +165.7% | -136.7% | +17.1% |
| 5Y | +6.3% | +81.2% | -74.9% | -4.0% |
| All | +29.3% | +226.7% | -197.4% | +16.0% |
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