+49.3%
EWZ vs EQX
+238.5%
-189.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.2% |
| 7D | +5.6% | +3.8% | +1.8% | +5.0% |
| 30D | +9.3% | +9.4% | -0.1% | +7.8% |
| 3M | +15.7% | +16.8% | -1.1% | +12.7% |
| 6M | +7.4% | -23.7% | +31.1% | +10.2% |
| YTD | +22.7% | -9.6% | +32.3% | +22.5% |
| 1Y | +36.4% | +29.1% | +7.3% | +29.3% |
| 3Y | +50.4% | +175.3% | -124.9% | +24.7% |
| 5Y | +67.6% | +77.3% | -9.6% | +42.9% |
| All | +49.3% | +238.5% | -189.2% | +31.5% |
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 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