+152.5%
JPM vs EQX
+83.7%
+68.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.7% |
| 7D | -0.7% | -3.2% | +2.5% | -0.5% |
| 30D | -2.5% | +7.8% | -10.2% | -2.9% |
| 3M | +14.1% | +21.3% | -7.2% | +12.9% |
| 6M | +25.1% | -22.4% | +47.5% | +25.9% |
| YTD | +12.1% | -11.3% | +23.4% | +11.9% |
| 1Y | +18.8% | +13.5% | +5.3% | +17.2% |
| 3Y | +163.4% | +162.1% | +1.3% | +146.8% |
| All | +152.5% | +83.7% | +68.9% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling