+64.6%
EWZ vs EQX
+73.3%
-8.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.1% | +6.3% | +2.0% |
| 7D | +1.1% | -7.0% | +8.1% | +2.1% |
| 30D | +13.5% | +4.8% | +8.6% | +12.5% |
| 3M | +15.2% | +25.6% | -10.4% | +11.0% |
| 6M | +3.7% | -25.8% | +29.6% | +6.7% |
| YTD | +22.5% | -12.7% | +35.3% | +22.9% |
| 1Y | +35.3% | +14.1% | +21.2% | +30.3% |
| 3Y | +50.2% | +165.7% | -115.5% | +24.6% |
| 5Y | +64.6% | +81.2% | -16.7% | +48.2% |
| All | +64.6% | +73.3% | -8.7% | +48.2% |
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