+43.4%
EQX vs NTRS
+47.2%
-3.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +24.4% | +1.7% | +22.7% | +23.3% |
| 3M | +11.6% | +8.9% | +2.8% | +8.1% |
| 6M | -25.0% | +30.6% | -55.6% | -32.5% |
| YTD | -8.4% | +38.7% | -47.1% | -19.6% |
| 1Y | +43.4% | +48.1% | -4.7% | +22.6% |
| All | +43.4% | +47.2% | -3.8% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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