+169.7%
EXE vs EQX
+22.6%
+147.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.3% |
| 7D | -3.1% | -3.2% | +0.1% | -2.8% |
| 30D | -0.9% | +7.8% | -8.7% | -1.9% |
| 3M | +9.6% | +21.3% | -11.8% | +6.8% |
| 6M | -11.6% | -22.4% | +10.8% | -10.1% |
| YTD | -12.6% | -11.3% | -1.2% | -13.2% |
| 1Y | +1.2% | +13.5% | -12.3% | -3.3% |
| 3Y | +18.0% | +162.1% | -144.1% | -4.0% |
| 5Y | +101.1% | +84.2% | +16.9% | +68.2% |
| All | +169.7% | +22.6% | +147.2% | +132.9% |
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