+146.4%
ENB vs EQX
+232.0%
-85.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | -4.7% | -3.2% | -1.5% | -4.4% |
| 30D | -5.9% | +7.8% | -13.6% | -6.7% |
| 3M | -14.2% | +21.3% | -35.6% | -16.2% |
| 6M | -8.6% | -22.4% | +13.8% | -7.2% |
| YTD | +3.9% | -11.3% | +15.2% | +3.5% |
| 1Y | +1.8% | +13.5% | -11.7% | -1.7% |
| 3Y | +68.5% | +162.1% | -93.6% | +43.7% |
| 5Y | +62.4% | +84.2% | -21.8% | +38.3% |
| All | +146.4% | +232.0% | -85.6% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling