-100.0%
VIVK vs EQX
+7.1%
-107.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +12.8% | -40.3% | -27.0% |
| 7D | -68.7% | +7.6% | -76.3% | -68.3% |
| 30D | -90.0% | +0.4% | -90.5% | -89.9% |
| 3M | -98.1% | +18.0% | -116.0% | -98.0% |
| 6M | -99.9% | -18.4% | -81.6% | -99.9% |
| YTD | -99.9% | -19.3% | -80.6% | -99.9% |
| 1Y | -100.0% | +9.2% | -109.2% | -100.0% |
| All | -100.0% | +7.1% | -107.1% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling