+1,381.0%
NET vs EQX
+83.0%
+1,298.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.8% | -15.4% | -4.7% |
| 7D | -16.4% | +7.6% | -24.0% | -17.5% |
| 30D | -25.8% | +0.4% | -26.3% | -26.1% |
| 3M | -11.5% | +18.0% | -29.5% | -14.9% |
| 6M | +18.9% | -18.4% | +37.3% | +21.1% |
| YTD | +35.2% | -19.3% | +54.5% | +35.5% |
| 1Y | +14.5% | +9.2% | +5.2% | +8.2% |
| 3Y | +313.8% | +132.1% | +181.7% | +226.3% |
| 5Y | +32.6% | +51.6% | -19.1% | +8.0% |
| All | +1,381.0% | +83.0% | +1,298.0% | +1,235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling