+271.6%
EWY vs EQX
+232.0%
+39.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.0% |
| 7D | -0.1% | -3.2% | +3.1% | +0.4% |
| 30D | +7.3% | +7.8% | -0.5% | +6.0% |
| 3M | -5.1% | +21.3% | -26.5% | -8.1% |
| 6M | +42.1% | -22.4% | +64.5% | +45.8% |
| YTD | +94.1% | -11.3% | +105.4% | +95.4% |
| 1Y | +147.8% | +13.5% | +134.3% | +141.1% |
| 3Y | +222.9% | +162.1% | +60.8% | +176.8% |
| 5Y | +150.6% | +84.2% | +66.4% | +112.8% |
| All | +271.6% | +232.0% | +39.5% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling