+251.1%
EQX vs ED
+85.8%
+165.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | +11.1% | +1.9% | +9.1% | +10.7% |
| 3M | +23.1% | +1.9% | +21.2% | +22.5% |
| 6M | -21.8% | -2.3% | -19.6% | -21.7% |
| YTD | -8.1% | +10.9% | -19.0% | -10.2% |
| 1Y | +29.7% | +14.5% | +15.2% | +25.8% |
| 3Y | +179.9% | +33.4% | +146.5% | +162.5% |
| 5Y | +82.5% | +67.3% | +15.2% | +72.3% |
| All | +251.1% | +85.8% | +165.3% | +266.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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