+251.1%
EQX vs EL
-16.1%
+267.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.5% | +2.3% |
| 7D | +1.7% | -2.4% | +4.1% | +2.2% |
| 30D | +11.1% | +13.7% | -2.6% | +8.2% |
| 3M | +23.1% | +14.5% | +8.6% | +19.7% |
| 6M | -21.8% | +7.4% | -29.2% | -23.6% |
| YTD | -8.1% | -4.7% | -3.4% | -8.4% |
| 1Y | +29.7% | +12.9% | +16.7% | +25.2% |
| 3Y | +179.9% | -32.2% | +212.1% | +188.2% |
| 5Y | +82.5% | -68.4% | +150.9% | +110.0% |
| All | +251.1% | -16.1% | +267.2% | +380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling