+238.8%
EQX vs BB
+9.6%
+229.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -3.2% | -0.4% | -2.8% | -3.2% |
| 30D | +7.8% | -12.5% | +20.3% | +9.3% |
| 3M | +21.3% | -17.4% | +38.8% | +23.4% |
| 6M | -22.4% | +119.1% | -141.6% | -30.4% |
| YTD | -11.3% | +102.4% | -113.7% | -19.7% |
| 1Y | +13.5% | +98.2% | -84.7% | +2.6% |
| 3Y | +162.1% | +46.9% | +115.2% | +137.0% |
| 5Y | +84.2% | -26.4% | +110.6% | +68.8% |
| All | +238.8% | +9.6% | +229.2% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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