+22.0%
USB vs EQX
+47.6%
-25.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | 0.0% | +18.8% | -18.8% | -0.7% |
| 30D | +5.8% | +5.2% | +0.6% | +5.5% |
| 3M | -6.0% | +7.5% | -13.4% | -6.4% |
| 6M | +7.8% | -19.6% | +27.3% | +8.3% |
| YTD | +14.6% | -17.6% | +32.2% | +14.6% |
| 1Y | +31.8% | +1.4% | +30.4% | +30.8% |
| 3Y | +91.5% | +139.0% | -47.5% | +81.0% |
| All | +22.0% | +47.6% | -25.5% | +10.7% |
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