+210.6%
XLE vs EQX
+232.0%
-21.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | +1.7% | -3.2% | +4.9% | +1.9% |
| 30D | +6.7% | +7.8% | -1.0% | +5.9% |
| 3M | +14.9% | +21.3% | -6.5% | +12.5% |
| 6M | +15.9% | -22.4% | +38.3% | +17.4% |
| YTD | +47.7% | -11.3% | +59.0% | +46.9% |
| 1Y | +50.7% | +13.5% | +37.2% | +45.6% |
| 3Y | +57.9% | +162.1% | -104.3% | +34.8% |
| 5Y | +227.0% | +84.2% | +142.8% | +180.1% |
| All | +210.6% | +232.0% | -21.4% | +188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling