+199.9%
TER vs EQX
+42.9%
+157.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.8% | +6.2% |
| 7D | +0.6% | -1.4% | +2.0% | +1.0% |
| 30D | -8.3% | +24.4% | -32.7% | -15.5% |
| 3M | -12.2% | +11.6% | -23.8% | -16.7% |
| 6M | +17.1% | -25.0% | +42.1% | +22.4% |
| YTD | +84.7% | -8.4% | +93.1% | +83.8% |
| 1Y | +199.9% | +43.4% | +156.5% | +181.3% |
| All | +199.9% | +42.9% | +157.0% | +181.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling