+91.9%
EQX vs VSXY
+37.5%
+54.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.4% | +1.4% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +7.8% | -18.7% | +26.4% | +9.1% |
| 3M | +21.3% | -4.0% | +25.3% | +21.4% |
| 6M | -22.4% | +67.5% | -89.9% | -26.0% |
| YTD | -11.3% | +39.7% | -51.0% | -14.5% |
| 1Y | +13.5% | +180.0% | -166.5% | +3.2% |
| 3Y | +162.1% | +337.3% | -175.1% | +119.6% |
| 5Y | +84.2% | +22.7% | +61.5% | +63.8% |
| All | +91.9% | +37.5% | +54.3% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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