+193.5%
NRG vs EQX
+83.7%
+109.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | -4.7% | -3.2% | -1.5% | -4.3% |
| 30D | -6.0% | +7.8% | -13.7% | -6.9% |
| 3M | -8.0% | +21.3% | -29.3% | -10.3% |
| 6M | -23.2% | -22.4% | -0.7% | -21.9% |
| YTD | -28.1% | -11.3% | -16.7% | -28.0% |
| 1Y | -27.3% | +13.5% | -40.8% | -28.9% |
| 3Y | +208.7% | +162.1% | +46.5% | +175.0% |
| All | +193.5% | +83.7% | +109.8% | +158.1% |
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