+245.4%
EQX vs ES
+44.0%
+201.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +3.8% | +1.4% | +2.4% | +3.4% |
| 30D | +9.4% | -1.2% | +10.5% | +9.7% |
| 3M | +16.8% | +5.0% | +11.8% | +14.8% |
| 6M | -23.7% | -2.8% | -20.9% | -23.2% |
| YTD | -9.6% | +8.6% | -18.2% | -11.9% |
| 1Y | +29.1% | +18.9% | +10.2% | +21.6% |
| 3Y | +175.3% | +32.1% | +143.2% | +146.9% |
| 5Y | +77.3% | -5.1% | +82.3% | +73.5% |
| All | +245.4% | +44.0% | +201.4% | +274.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling