+28.6%
EQX vs COMP
-14.2%
+42.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.7% | -6.5% | -4.2% |
| 7D | -4.3% | +2.2% | -6.4% | -4.6% |
| 30D | -3.6% | +16.3% | -19.9% | -5.6% |
| 3M | -7.2% | -19.1% | +12.0% | -4.8% |
| 6M | -27.1% | +17.1% | -44.2% | -29.0% |
| YTD | -22.8% | -2.9% | -19.8% | -23.9% |
| 1Y | -12.5% | +8.8% | -21.3% | -15.1% |
| 3Y | +137.8% | +423.5% | -285.6% | +73.4% |
| 5Y | +28.6% | -10.5% | +39.1% | +13.3% |
| All | +28.6% | -14.2% | +42.9% | +13.3% |
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