+79.8%
USB vs EQX
+200.7%
-120.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | -0.1% |
| 7D | +1.4% | +12.3% | -10.9% | +1.0% |
| 30D | +6.4% | -1.7% | +8.1% | +6.4% |
| 3M | -4.5% | -2.9% | -1.6% | -4.5% |
| 6M | +11.4% | -21.2% | +32.5% | +11.9% |
| YTD | +17.1% | -19.7% | +36.8% | +17.2% |
| 1Y | +32.6% | -7.6% | +40.2% | +32.1% |
| 3Y | +101.8% | +147.3% | -45.5% | +92.5% |
| 5Y | +25.1% | +40.8% | -15.7% | +18.4% |
| All | +79.8% | +200.7% | -120.9% | +88.6% |
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