+162.1%
EQX vs ESI
+74.1%
+88.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -3.2% | -4.6% | +1.4% | -1.7% |
| 30D | +7.8% | -10.5% | +18.3% | +11.6% |
| 3M | +21.3% | -19.8% | +41.1% | +29.1% |
| 6M | -22.4% | +5.8% | -28.2% | -24.7% |
| YTD | -11.3% | +38.3% | -49.6% | -19.7% |
| 1Y | +13.5% | +31.5% | -18.0% | +3.8% |
| 3Y | +162.1% | +80.7% | +81.5% | +102.8% |
| All | +162.1% | +74.1% | +88.1% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling