+1,449.6%
NET vs EQX
+107.8%
+1,341.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.6% |
| 7D | -7.0% | -1.4% | -5.6% | -6.8% |
| 30D | -4.8% | +24.4% | -29.2% | -8.6% |
| 3M | +3.8% | +11.6% | -7.8% | +1.2% |
| 6M | +50.0% | -25.0% | +75.0% | +54.9% |
| YTD | +41.5% | -8.4% | +49.9% | +39.6% |
| 1Y | +32.8% | +43.4% | -10.6% | +19.8% |
| 3Y | +335.9% | +162.0% | +173.9% | +236.7% |
| 5Y | +113.8% | +70.1% | +43.7% | +71.4% |
| All | +1,449.6% | +107.8% | +1,341.7% | +1,275.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling