+82.5%
EQX vs COMP
-28.2%
+110.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.7% |
| 7D | +1.7% | +0.8% | +0.9% | +1.6% |
| 30D | +11.1% | -13.9% | +25.0% | +13.2% |
| 3M | +23.1% | +30.7% | -7.6% | +18.7% |
| 6M | -21.8% | +18.7% | -40.5% | -24.3% |
| YTD | -8.1% | +1.0% | -9.1% | -9.8% |
| 1Y | +29.7% | +15.1% | +14.6% | +24.7% |
| 3Y | +179.9% | +219.8% | -39.9% | +120.6% |
| 5Y | +82.5% | -28.7% | +111.2% | +46.4% |
| All | +82.5% | -28.2% | +110.7% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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