+238.8%
EQX vs M
+3.7%
+235.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +1.2% |
| 7D | -3.2% | -4.2% | +1.0% | -3.0% |
| 30D | +7.8% | -7.2% | +14.9% | +8.2% |
| 3M | +21.3% | -11.1% | +32.5% | +22.0% |
| 6M | -22.4% | +28.8% | -51.2% | -23.6% |
| YTD | -11.3% | +2.0% | -13.4% | -11.7% |
| 1Y | +13.5% | +31.3% | -17.7% | +11.3% |
| 3Y | +162.1% | +119.1% | +43.1% | +148.2% |
| 5Y | +84.2% | +29.7% | +54.5% | +77.1% |
| All | +238.8% | +3.7% | +235.1% | +203.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling