+53.3%
V vs EQX
+168.9%
-115.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.9% |
| 7D | -1.2% | -3.2% | +2.0% | -1.2% |
| 30D | +3.1% | +7.8% | -4.7% | +3.0% |
| 3M | +16.3% | +21.3% | -5.0% | +16.1% |
| 6M | +20.4% | -22.4% | +42.8% | +20.7% |
| YTD | +6.3% | -11.3% | +17.6% | +6.3% |
| 1Y | +8.7% | +13.5% | -4.8% | +8.3% |
| 3Y | +53.3% | +162.1% | -108.8% | +50.5% |
| All | +53.3% | +168.9% | -115.6% | +50.5% |
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