+25.0%
FLEX vs EQX
+7.1%
+17.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +12.8% | -25.1% | -15.5% |
| 7D | -17.0% | +7.6% | -24.6% | -18.9% |
| 30D | -33.8% | +0.4% | -34.3% | -33.9% |
| 3M | -39.0% | +18.0% | -57.0% | -42.4% |
| 6M | -15.9% | -18.4% | +2.5% | -12.7% |
| YTD | +27.8% | -19.3% | +47.2% | +31.3% |
| 1Y | +25.0% | +9.2% | +15.7% | +15.2% |
| All | +25.0% | +7.1% | +17.9% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling