+85.8%
USB vs EQX
+243.0%
-157.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | +1.4% | -1.4% | +2.8% | +1.5% |
| 30D | -1.3% | +24.4% | -25.7% | -2.1% |
| 3M | +15.2% | +11.6% | +3.6% | +14.7% |
| 6M | +18.8% | -25.0% | +43.8% | +19.6% |
| YTD | +21.0% | -8.4% | +29.4% | +20.8% |
| 1Y | +34.0% | +43.4% | -9.4% | +31.6% |
| 3Y | +95.3% | +162.0% | -66.7% | +85.9% |
| 5Y | +40.4% | +70.1% | -29.8% | +32.2% |
| All | +85.8% | +243.0% | -157.2% | +94.2% |
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