+1,258.4%
NET vs EQX
+83.0%
+1,175.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | 0.0% | -8.3% | -8.3% |
| 7D | -21.2% | +10.8% | -32.0% | -22.7% |
| 30D | -31.1% | -0.9% | -30.2% | -31.2% |
| 3M | -16.5% | +9.5% | -26.1% | -18.6% |
| 6M | 0.0% | -16.8% | +16.8% | +1.6% |
| YTD | +24.0% | -19.3% | +43.3% | +24.3% |
| 1Y | +7.0% | +6.9% | +0.1% | +1.5% |
| 3Y | +279.6% | +132.1% | +147.4% | +199.2% |
| 5Y | +24.0% | +45.8% | -21.8% | +1.5% |
| All | +1,258.4% | +83.0% | +1,175.4% | +1,124.5% |
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