+121.4%
ETR vs EQX
+83.7%
+37.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -1.8% | -3.2% | +1.4% | -1.6% |
| 30D | -1.8% | +7.8% | -9.5% | -2.3% |
| 3M | -3.6% | +21.3% | -24.9% | -4.9% |
| 6M | +2.6% | -22.4% | +25.0% | +3.6% |
| YTD | +16.0% | -11.3% | +27.3% | +15.8% |
| 1Y | +20.1% | +13.5% | +6.6% | +17.7% |
| 3Y | +143.6% | +162.1% | -18.5% | +120.6% |
| All | +121.4% | +83.7% | +37.7% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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