+81.2%
EQX vs M
+13.6%
+67.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.7% | -0.4% | -4.6% |
| 7D | -7.0% | -8.8% | +1.8% | -6.2% |
| 30D | +4.8% | -16.4% | +21.2% | +6.7% |
| 3M | +25.6% | -10.8% | +36.4% | +26.9% |
| 6M | -25.8% | +16.1% | -42.0% | -27.1% |
| YTD | -12.7% | -5.3% | -7.5% | -12.8% |
| 1Y | +14.1% | +24.9% | -10.8% | +10.6% |
| 3Y | +165.7% | +97.5% | +68.2% | +140.7% |
| 5Y | +81.2% | +20.4% | +60.8% | +81.1% |
| All | +81.2% | +13.6% | +67.6% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling