+209.6%
XLE vs EQX
+226.7%
-17.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.5% | -0.2% |
| 7D | +0.5% | -7.0% | +7.5% | +1.1% |
| 30D | +6.6% | +4.8% | +1.7% | +6.0% |
| 3M | +12.3% | +25.6% | -13.4% | +9.6% |
| 6M | +18.4% | -25.8% | +44.2% | +20.5% |
| YTD | +47.2% | -12.7% | +60.0% | +46.7% |
| 1Y | +50.3% | +14.1% | +36.2% | +45.0% |
| 3Y | +55.3% | +165.7% | -110.4% | +32.3% |
| 5Y | +226.0% | +81.2% | +144.7% | +179.6% |
| All | +209.6% | +226.7% | -17.1% | +188.3% |
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