+37.2%
F vs EQX
+164.6%
-127.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.1% | +8.3% | +3.6% |
| 7D | -3.7% | -7.0% | +3.3% | -3.1% |
| 30D | -0.7% | +4.8% | -5.6% | -1.2% |
| 3M | -1.9% | +25.6% | -27.5% | -3.9% |
| 6M | +16.1% | -25.8% | +41.9% | +17.5% |
| YTD | +9.5% | -12.7% | +22.2% | +9.9% |
| 1Y | +27.2% | +14.1% | +13.1% | +25.7% |
| All | +37.2% | +164.6% | -127.4% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling