+80.4%
EXC vs EQX
+232.0%
-151.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.6% |
| 7D | -1.1% | -3.2% | +2.1% | -0.9% |
| 30D | -3.6% | +7.8% | -11.4% | -4.1% |
| 3M | -4.3% | +21.3% | -25.6% | -5.6% |
| 6M | -9.9% | -22.4% | +12.5% | -9.0% |
| YTD | +1.8% | -11.3% | +13.1% | +1.5% |
| 1Y | +2.9% | +13.5% | -10.6% | +0.6% |
| 3Y | +19.1% | +162.1% | -143.0% | +7.2% |
| 5Y | +44.8% | +84.2% | -39.4% | +29.8% |
| All | +80.4% | +232.0% | -151.7% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling