+60.2%
EMR vs EQX
+168.9%
-108.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.4% |
| 7D | -0.4% | -3.2% | +2.8% | -0.1% |
| 30D | -6.8% | +7.8% | -14.5% | -7.7% |
| 3M | +7.5% | +21.3% | -13.9% | +4.8% |
| 6M | +9.9% | -22.4% | +32.3% | +11.3% |
| YTD | +16.0% | -11.3% | +27.3% | +16.4% |
| 1Y | +12.4% | +13.5% | -1.1% | +11.4% |
| 3Y | +60.2% | +162.1% | -101.9% | +49.0% |
| All | +60.2% | +168.9% | -108.7% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling