+162.1%
EQX vs USFR
+14.1%
+148.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.0% |
| 30D | +7.8% | +0.4% | +7.4% | +8.3% |
| 3M | +21.3% | +1.0% | +20.3% | +23.0% |
| 6M | -22.4% | +2.0% | -24.4% | -21.7% |
| YTD | -11.3% | +2.8% | -14.1% | -11.6% |
| 1Y | +13.5% | +4.1% | +9.4% | +9.2% |
| 3Y | +162.1% | +14.1% | +148.0% | +115.3% |
| All | +162.1% | +14.1% | +148.0% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling