+3,861.3%
FIX vs EQX
+238.5%
+3,622.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | +6.1% | +3.8% | +2.3% | +5.6% |
| 30D | -2.7% | +9.4% | -12.0% | -3.7% |
| 3M | -10.9% | +16.8% | -27.8% | -12.7% |
| 6M | +29.0% | -23.7% | +52.7% | +31.1% |
| YTD | +76.9% | -9.6% | +86.5% | +76.8% |
| 1Y | +130.7% | +29.1% | +101.6% | +124.2% |
| 3Y | +790.7% | +175.3% | +615.3% | +708.8% |
| 5Y | +2,185.6% | +77.3% | +2,108.3% | +1,963.0% |
| All | +3,861.3% | +238.5% | +3,622.9% | +4,052.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling