+251.1%
EQX vs Z
+4.0%
+247.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.8% |
| 7D | +1.7% | -7.1% | +8.8% | +2.9% |
| 30D | +11.1% | -4.8% | +15.9% | +11.9% |
| 3M | +23.1% | -9.3% | +32.4% | +24.5% |
| 6M | -21.8% | -29.0% | +7.1% | -18.0% |
| YTD | -8.1% | -52.9% | +44.8% | +2.5% |
| 1Y | +29.7% | -63.1% | +92.8% | +50.1% |
| 3Y | +179.9% | -36.9% | +216.8% | +187.5% |
| 5Y | +82.5% | -65.5% | +148.0% | +92.1% |
| All | +251.1% | +4.0% | +247.1% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling