+189.3%
XLC vs EQX
+232.0%
-42.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.9% |
| 7D | +0.5% | -3.2% | +3.7% | +0.7% |
| 30D | +2.1% | +7.8% | -5.6% | +1.4% |
| 3M | +0.7% | +21.3% | -20.6% | -1.1% |
| 6M | -3.2% | -22.4% | +19.2% | -2.0% |
| YTD | -3.8% | -11.3% | +7.5% | -4.0% |
| 1Y | -2.0% | +13.5% | -15.5% | -4.5% |
| 3Y | +71.4% | +162.1% | -90.8% | +52.7% |
| 5Y | +40.7% | +84.2% | -43.5% | +24.1% |
| All | +189.3% | +232.0% | -42.7% | +192.1% |
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