+250.0%
EQX vs FIVE
+151.4%
+98.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.5% | -3.0% |
| 7D | -1.4% | +4.3% | -5.6% | -2.0% |
| 30D | +24.4% | +12.5% | +11.9% | +22.4% |
| 3M | +11.6% | +31.2% | -19.6% | +7.6% |
| 6M | -25.0% | +14.4% | -39.4% | -26.6% |
| YTD | -8.4% | +33.9% | -42.3% | -12.3% |
| 1Y | +43.4% | +65.1% | -21.6% | +33.2% |
| 3Y | +162.0% | +49.0% | +113.0% | +138.6% |
| 5Y | +70.1% | +30.3% | +39.9% | +53.4% |
| All | +250.0% | +151.4% | +98.6% | +209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling