+114.4%
META vs EQX
+178.7%
-64.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +6.4% |
| 7D | +10.3% | +1.7% | +8.5% | +10.1% |
| 30D | +9.9% | +11.1% | -1.2% | +9.1% |
| 3M | +11.9% | +23.1% | -11.2% | +10.3% |
| 6M | +1.2% | -21.8% | +23.0% | +1.8% |
| YTD | -0.8% | -8.1% | +7.3% | -1.1% |
| 1Y | -14.3% | +29.7% | -44.0% | -16.2% |
| All | +114.4% | +178.7% | -64.3% | +103.6% |
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