+183.0%
EQX vs BTSG
+389.4%
-206.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.4% |
| 7D | -3.2% | -3.3% | +0.1% | -2.6% |
| 30D | +7.8% | -1.6% | +9.4% | +8.0% |
| 3M | +21.3% | -6.9% | +28.2% | +22.5% |
| 6M | -22.4% | +42.1% | -64.5% | -27.5% |
| YTD | -11.3% | +56.8% | -68.1% | -18.6% |
| 1Y | +13.5% | +109.8% | -96.3% | -0.7% |
| All | +183.0% | +389.4% | -206.4% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 5y: compounded portfolio wealth divided by compounded BTSG 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…
5y analysis · Full analysis span regression · 6 months rolling