+162.1%
EQX vs EL
-34.0%
+196.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.5% |
| 7D | -3.2% | -6.5% | +3.3% | -1.9% |
| 30D | +7.8% | +11.1% | -3.4% | +5.6% |
| 3M | +21.3% | +10.7% | +10.6% | +18.9% |
| 6M | -22.4% | +6.9% | -29.3% | -24.1% |
| YTD | -11.3% | -6.3% | -5.0% | -11.5% |
| 1Y | +13.5% | +13.5% | 0.0% | +10.5% |
| 3Y | +162.1% | -33.1% | +195.2% | +185.5% |
| All | +162.1% | -34.0% | +196.1% | +185.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling