-100.0%
VIVK vs EQX
+42.9%
-142.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.4% | -10.0% | -12.3% |
| 7D | -1.4% | -1.4% | 0.0% | -1.5% |
| 30D | -43.6% | +24.4% | -68.0% | -43.6% |
| 3M | -95.1% | +11.6% | -106.7% | -95.1% |
| 6M | -98.2% | -25.0% | -73.2% | -98.2% |
| YTD | -97.9% | -8.4% | -89.5% | -97.9% |
| 1Y | -100.0% | +43.4% | -143.4% | -100.0% |
| All | -100.0% | +42.9% | -142.9% | -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