+72.2%
EQX vs NTRS
+93.2%
-21.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.4% |
| 7D | -3.2% | +1.4% | -4.6% | -3.6% |
| 30D | +7.8% | -0.7% | +8.4% | +7.9% |
| 3M | +21.3% | +11.3% | +10.0% | +17.9% |
| 6M | -22.4% | +35.5% | -58.0% | -28.6% |
| YTD | -11.3% | +40.6% | -51.9% | -19.2% |
| 1Y | +13.5% | +49.2% | -35.7% | +1.8% |
| 3Y | +162.1% | +167.2% | -5.1% | +97.6% |
| All | +72.2% | +93.2% | -21.0% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling