+20.3%
UL vs EQX
+168.9%
-148.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 7D | -3.4% | -3.2% | -0.2% | -3.3% |
| 30D | +0.5% | +7.8% | -7.3% | +0.2% |
| 3M | +7.2% | +21.3% | -14.1% | +6.4% |
| 6M | -3.1% | -22.4% | +19.4% | -2.0% |
| YTD | -2.7% | -11.3% | +8.6% | -2.3% |
| 1Y | -10.2% | +13.5% | -23.7% | -10.9% |
| 3Y | +20.3% | +162.1% | -141.9% | +12.5% |
| All | +20.3% | +168.9% | -148.7% | +12.5% |
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