+13.5%
EQX vs EL
+12.6%
+0.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.4% |
| 7D | -3.2% | -6.5% | +3.3% | -0.8% |
| 30D | +7.8% | +11.1% | -3.4% | +3.6% |
| 3M | +21.3% | +10.7% | +10.6% | +16.7% |
| 6M | -22.4% | +6.9% | -29.3% | -25.7% |
| YTD | -11.3% | -6.3% | -5.0% | -11.9% |
| 1Y | +13.5% | +13.5% | 0.0% | +1.8% |
| All | +13.5% | +12.6% | +0.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling