+124.6%
XLP vs EQX
+176.1%
-51.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +2.5% | -10.5% | +13.0% | +2.9% |
| 30D | +7.3% | +0.2% | +7.1% | +7.2% |
| 3M | +8.1% | -7.9% | +16.0% | +8.2% |
| 6M | +10.5% | -28.6% | +39.1% | +11.5% |
| YTD | +21.2% | -26.3% | +47.4% | +21.8% |
| 1Y | +22.7% | -20.2% | +43.0% | +22.9% |
| 3Y | +44.8% | +131.1% | -86.3% | +36.7% |
| 5Y | +44.7% | +21.7% | +23.1% | +37.3% |
| All | +124.6% | +176.1% | -51.4% | +123.4% |
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