-30.6%
VRSK vs EQX
+42.9%
-73.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.2% | -2.7% |
| 7D | -3.1% | -1.4% | -1.7% | -3.2% |
| 30D | -1.6% | +24.4% | -25.9% | +0.7% |
| 3M | +3.5% | +11.6% | -8.1% | +5.6% |
| 6M | -13.4% | -25.0% | +11.6% | -13.6% |
| YTD | -16.5% | -8.4% | -8.1% | -15.1% |
| 1Y | -30.6% | +43.4% | -74.0% | -28.7% |
| All | -30.6% | +42.9% | -73.5% | -28.7% |
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