+37.9%
UL vs EQX
+232.0%
-194.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 7D | -3.4% | -3.2% | -0.2% | -3.2% |
| 30D | +0.5% | +7.8% | -7.3% | 0.0% |
| 3M | +7.2% | +21.3% | -14.1% | +6.0% |
| 6M | -3.1% | -22.4% | +19.4% | -2.1% |
| YTD | -2.7% | -11.3% | +8.6% | -2.7% |
| 1Y | -10.2% | +13.5% | -23.7% | -11.6% |
| 3Y | +20.3% | +162.1% | -141.9% | +11.0% |
| 5Y | +19.9% | +84.2% | -64.3% | +9.4% |
| All | +37.9% | +232.0% | -194.2% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling