+128.3%
XRT vs EQX
+232.0%
-103.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.3% |
| 7D | -3.2% | -3.2% | 0.0% | -3.0% |
| 30D | -4.5% | +7.8% | -12.3% | -5.1% |
| 3M | -3.1% | +21.3% | -24.4% | -4.8% |
| 6M | +4.2% | -22.4% | +26.7% | +5.5% |
| YTD | -0.1% | -11.3% | +11.2% | -0.3% |
| 1Y | -3.0% | +13.5% | -16.6% | -5.3% |
| 3Y | +41.8% | +162.1% | -120.3% | +26.5% |
| 5Y | -1.3% | +84.2% | -85.5% | -12.8% |
| All | +128.3% | +232.0% | -103.8% | +125.7% |
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