+251.1%
EQX vs BBWI
+6.9%
+244.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.3% | +8.0% | +2.1% |
| 7D | +1.7% | -4.4% | +6.2% | +2.1% |
| 30D | +11.1% | -7.4% | +18.5% | +11.6% |
| 3M | +23.1% | -2.2% | +25.3% | +22.9% |
| 6M | -21.8% | -16.3% | -5.5% | -21.2% |
| YTD | -8.1% | -9.1% | +1.0% | -8.3% |
| 1Y | +29.7% | -34.5% | +64.2% | +32.0% |
| 3Y | +179.9% | -47.0% | +226.9% | +185.2% |
| 5Y | +82.5% | -68.8% | +151.4% | +88.4% |
| All | +251.1% | +6.9% | +244.3% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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