+973.3%
QLD vs EQX
+232.0%
+741.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | -1.2% | -3.2% | +2.0% | -0.7% |
| 30D | -3.0% | +7.8% | -10.8% | -4.5% |
| 3M | -2.8% | +21.3% | -24.1% | -6.5% |
| 6M | +32.0% | -22.4% | +54.4% | +36.2% |
| YTD | +27.3% | -11.3% | +38.6% | +27.3% |
| 1Y | +37.9% | +13.5% | +24.4% | +31.6% |
| 3Y | +174.6% | +162.1% | +12.5% | +118.1% |
| 5Y | +124.8% | +84.2% | +40.6% | +76.5% |
| All | +973.3% | +232.0% | +741.2% | +1,123.2% |
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