+72.2%
EQX vs Z
-64.7%
+136.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.9% |
| 7D | -3.2% | -6.0% | +2.8% | -2.1% |
| 30D | +7.8% | -2.3% | +10.0% | +8.1% |
| 3M | +21.3% | -0.6% | +21.9% | +20.8% |
| 6M | -22.4% | -27.6% | +5.2% | -18.3% |
| YTD | -11.3% | -52.4% | +41.0% | +0.7% |
| 1Y | +13.5% | -63.6% | +77.1% | +35.5% |
| 3Y | +162.1% | -36.4% | +198.5% | +168.2% |
| All | +72.2% | -64.7% | +136.9% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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