+88.9%
RF vs EQX
+73.3%
+15.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.3% | +0.3% |
| 7D | -1.6% | -7.0% | +5.4% | -1.4% |
| 30D | -4.3% | +4.8% | -9.1% | -4.4% |
| 3M | +5.9% | +25.6% | -19.8% | +5.0% |
| 6M | +14.1% | -25.8% | +40.0% | +14.8% |
| YTD | +13.8% | -12.7% | +26.5% | +13.7% |
| 1Y | +15.2% | +14.1% | +1.2% | +14.1% |
| 3Y | +90.6% | +165.7% | -75.2% | +80.5% |
| 5Y | +88.9% | +81.2% | +7.7% | +76.4% |
| All | +88.9% | +73.3% | +15.6% | +76.4% |
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