+132.3%
XLB vs EQX
+226.7%
-94.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.8% | -0.7% |
| 7D | -3.5% | -7.0% | +3.5% | -2.7% |
| 30D | -4.7% | +4.8% | -9.5% | -5.3% |
| 3M | +2.7% | +25.6% | -22.9% | -0.3% |
| 6M | +2.6% | -25.8% | +28.4% | +5.1% |
| YTD | +12.8% | -12.7% | +25.6% | +13.0% |
| 1Y | +14.0% | +14.1% | -0.1% | +10.5% |
| 3Y | +31.5% | +165.7% | -134.3% | +12.8% |
| 5Y | +33.4% | +81.2% | -47.8% | +14.0% |
| All | +132.3% | +226.7% | -94.4% | +122.5% |
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 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