+73.6%
META vs EQX
+83.7%
-10.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.4% |
| 7D | +5.1% | -3.2% | +8.3% | +5.4% |
| 30D | +12.0% | +7.8% | +4.2% | +11.0% |
| 3M | +14.1% | +21.3% | -7.2% | +11.5% |
| 6M | -0.9% | -22.4% | +21.6% | +0.9% |
| YTD | -1.7% | -11.3% | +9.7% | -1.8% |
| 1Y | -13.4% | +13.5% | -26.9% | -16.2% |
| 3Y | +112.6% | +162.1% | -49.6% | +80.1% |
| All | +73.6% | +83.7% | -10.0% | +44.4% |
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