+238.8%
EQX vs ESI
+265.3%
-26.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -3.2% | -4.6% | +1.4% | -2.2% |
| 30D | +7.8% | -10.5% | +18.3% | +10.4% |
| 3M | +21.3% | -19.8% | +41.1% | +26.8% |
| 6M | -22.4% | +5.8% | -28.2% | -23.7% |
| YTD | -11.3% | +38.3% | -49.6% | -17.0% |
| 1Y | +13.5% | +31.5% | -18.0% | +6.9% |
| 3Y | +162.1% | +80.7% | +81.5% | +130.7% |
| 5Y | +84.2% | +69.4% | +14.8% | +59.9% |
| All | +238.8% | +265.3% | -26.5% | +206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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