+238.8%
EQX vs BRO
+158.3%
+80.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -3.2% | -7.3% | +4.1% | -2.2% |
| 30D | +7.8% | -6.9% | +14.6% | +8.8% |
| 3M | +21.3% | +10.7% | +10.7% | +19.1% |
| 6M | -22.4% | -2.7% | -19.7% | -22.5% |
| YTD | -11.3% | -16.3% | +5.0% | -9.0% |
| 1Y | +13.5% | -29.1% | +42.6% | +20.1% |
| 3Y | +162.1% | -7.8% | +170.0% | +157.5% |
| 5Y | +84.2% | +18.7% | +65.5% | +67.6% |
| All | +238.8% | +158.3% | +80.5% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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