+9.2%
EQX vs M
+36.6%
-27.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +7.6% | +5.2% | +11.7% |
| 7D | +7.6% | +8.3% | -0.6% | +6.5% |
| 30D | +0.4% | +14.2% | -13.7% | -1.0% |
| 3M | +18.0% | -1.1% | +19.1% | +16.7% |
| 6M | -18.4% | +36.6% | -55.0% | -19.0% |
| YTD | -19.3% | +19.8% | -39.1% | -20.6% |
| 1Y | +9.2% | +37.2% | -28.0% | +6.3% |
| All | +9.2% | +36.6% | -27.3% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling