+238.8%
EQX vs NTR
+118.2%
+120.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -3.2% | -1.3% | -1.9% | -2.8% |
| 30D | +7.8% | +16.8% | -9.0% | +2.6% |
| 3M | +21.3% | +20.7% | +0.6% | +13.9% |
| 6M | -22.4% | +0.5% | -23.0% | -23.4% |
| YTD | -11.3% | +29.2% | -40.5% | -19.1% |
| 1Y | +13.5% | +39.6% | -26.1% | +0.9% |
| 3Y | +162.1% | +37.9% | +124.3% | +130.0% |
| 5Y | +84.2% | +47.1% | +37.1% | +64.4% |
| All | +238.8% | +118.2% | +120.6% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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