+238.8%
EQX vs BG
+190.6%
+48.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +2.0% |
| 7D | -3.2% | +3.1% | -6.3% | -3.8% |
| 30D | +7.8% | +10.2% | -2.5% | +5.5% |
| 3M | +21.3% | -1.7% | +23.0% | +21.2% |
| 6M | -22.4% | +1.0% | -23.4% | -23.2% |
| YTD | -11.3% | +39.9% | -51.2% | -17.7% |
| 1Y | +13.5% | +53.2% | -39.7% | +3.2% |
| 3Y | +162.1% | +16.3% | +145.9% | +149.4% |
| 5Y | +84.2% | +83.9% | +0.3% | +59.3% |
| All | +238.8% | +190.6% | +48.2% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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