+195.9%
EMR vs EQX
+226.7%
-30.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.7% | -0.8% |
| 7D | -1.2% | -7.0% | +5.8% | -0.5% |
| 30D | -9.4% | +4.8% | -14.3% | -9.9% |
| 3M | +8.6% | +25.6% | -17.1% | +5.9% |
| 6M | +6.7% | -25.8% | +32.5% | +8.8% |
| YTD | +13.1% | -12.7% | +25.8% | +13.5% |
| 1Y | +12.7% | +14.1% | -1.3% | +10.6% |
| 3Y | +58.1% | +165.7% | -107.7% | +41.6% |
| 5Y | +63.6% | +81.2% | -17.6% | +46.1% |
| All | +195.9% | +226.7% | -30.8% | +196.3% |
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