+850.7%
QLD vs EQX
+176.1%
+674.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +7.0% | -10.5% | +17.5% | +9.1% |
| 30D | -14.3% | +0.2% | -14.5% | -14.5% |
| 3M | -16.0% | -7.9% | -8.1% | -15.2% |
| 6M | -14.2% | -28.6% | +14.4% | -10.1% |
| YTD | +12.8% | -26.3% | +39.0% | +16.2% |
| 1Y | +14.1% | -20.2% | +34.3% | +15.8% |
| 3Y | +146.0% | +131.1% | +14.9% | +100.6% |
| 5Y | +82.0% | +21.7% | +60.4% | +51.9% |
| All | +850.7% | +176.1% | +674.6% | +1,015.9% |
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