+238.8%
EQX vs FIVE
+143.8%
+95.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.5% |
| 7D | -3.2% | -3.0% | -0.2% | -2.8% |
| 30D | +7.8% | +2.7% | +5.1% | +7.3% |
| 3M | +21.3% | +21.1% | +0.2% | +18.2% |
| 6M | -22.4% | +11.9% | -34.3% | -23.9% |
| YTD | -11.3% | +29.9% | -41.2% | -14.8% |
| 1Y | +13.5% | +67.8% | -54.3% | +5.3% |
| 3Y | +162.1% | +52.8% | +109.4% | +137.6% |
| 5Y | +84.2% | +31.3% | +52.9% | +66.3% |
| All | +238.8% | +143.8% | +95.0% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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