+158.1%
EXPE vs EQX
+232.0%
-73.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | -5.8% | -3.2% | -2.6% | -5.4% |
| 30D | -13.6% | +7.8% | -21.4% | -14.5% |
| 3M | +25.2% | +21.3% | +3.8% | +22.0% |
| 6M | +22.3% | -22.4% | +44.8% | +24.6% |
| YTD | -0.3% | -11.3% | +11.0% | -1.0% |
| 1Y | +27.8% | +13.5% | +14.3% | +22.2% |
| 3Y | +162.4% | +162.1% | +0.3% | +115.9% |
| 5Y | +95.8% | +84.2% | +11.6% | +59.1% |
| All | +158.1% | +232.0% | -73.9% | +135.1% |
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