+75.8%
NSC vs EQX
+164.6%
-88.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.2% |
| 7D | -1.4% | -7.0% | +5.6% | -1.1% |
| 30D | -3.4% | +4.8% | -8.2% | -3.6% |
| 3M | +5.1% | +25.6% | -20.6% | +4.1% |
| 6M | +9.2% | -25.8% | +35.1% | +10.2% |
| YTD | +13.4% | -12.7% | +26.1% | +13.4% |
| 1Y | +20.8% | +14.1% | +6.7% | +18.8% |
| All | +75.8% | +164.6% | -88.8% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling