+72.2%
EQX vs MKTX
-60.5%
+132.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | +7.8% | +0.7% | +7.0% | +7.6% |
| 3M | +21.3% | +40.8% | -19.5% | +9.1% |
| 6M | -22.4% | -8.0% | -14.4% | -21.1% |
| YTD | -11.3% | -8.7% | -2.6% | -9.7% |
| 1Y | +13.5% | -11.8% | +25.3% | +16.6% |
| 3Y | +162.1% | -24.0% | +186.2% | +168.9% |
| All | +72.2% | -60.5% | +132.7% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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