+238.8%
EQX vs ES
+38.0%
+200.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -3.2% | -3.6% | +0.4% | -2.1% |
| 30D | +7.8% | -4.2% | +12.0% | +9.1% |
| 3M | +21.3% | +0.1% | +21.2% | +21.0% |
| 6M | -22.4% | -6.2% | -16.2% | -21.1% |
| YTD | -11.3% | +4.1% | -15.4% | -12.5% |
| 1Y | +13.5% | +10.2% | +3.3% | +9.4% |
| 3Y | +162.1% | +26.1% | +136.1% | +138.5% |
| 5Y | +84.2% | -5.3% | +89.5% | +81.7% |
| All | +238.8% | +38.0% | +200.8% | +271.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling