+200.9%
XLI vs EQX
+232.0%
-31.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +1.0% |
| 7D | -1.7% | -3.2% | +1.5% | -1.5% |
| 30D | -7.3% | +7.8% | -15.0% | -7.8% |
| 3M | -1.3% | +21.3% | -22.7% | -2.8% |
| 6M | +2.2% | -22.4% | +24.7% | +3.3% |
| YTD | +11.7% | -11.3% | +23.0% | +11.6% |
| 1Y | +14.3% | +13.5% | +0.8% | +12.2% |
| 3Y | +70.3% | +162.1% | -91.8% | +56.4% |
| 5Y | +82.3% | +84.2% | -1.9% | +66.0% |
| All | +200.9% | +232.0% | -31.2% | +215.6% |
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