+9.2%
EQX vs ES
-1.6%
+10.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.1% | +10.7% | +12.2% |
| 7D | +7.6% | +5.3% | +2.3% | +6.2% |
| 30D | +0.4% | +8.9% | -8.5% | -2.1% |
| 3M | +18.0% | -1.9% | +19.9% | +18.8% |
| 6M | -18.4% | +3.9% | -22.2% | -19.8% |
| YTD | -19.3% | +8.3% | -27.6% | -20.1% |
| 1Y | +9.2% | -0.1% | +9.4% | +8.8% |
| All | +9.2% | -1.6% | +10.8% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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