-22.4%
EQX vs EME
+8.2%
-30.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | -0.1% |
| 7D | -3.2% | +3.5% | -6.7% | -4.6% |
| 30D | +7.8% | -6.3% | +14.1% | +10.6% |
| 3M | +21.3% | -3.8% | +25.1% | +22.2% |
| 6M | -22.4% | +8.5% | -30.9% | -30.7% |
| All | -22.4% | +8.2% | -30.6% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 6mo: compounded portfolio wealth divided by compounded EME 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…
6mo analysis · Full analysis span regression · 6 months rolling