+125.2%
XRT vs EQX
+226.7%
-101.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | -0.4% |
| 7D | -3.6% | -7.0% | +3.4% | -3.1% |
| 30D | -6.7% | +4.8% | -11.5% | -7.1% |
| 3M | -1.4% | +25.6% | -27.0% | -3.4% |
| 6M | +1.7% | -25.8% | +27.5% | +3.3% |
| YTD | -1.5% | -12.7% | +11.3% | -1.5% |
| 1Y | -2.5% | +14.1% | -16.5% | -4.8% |
| 3Y | +39.9% | +165.7% | -125.8% | +24.7% |
| 5Y | -2.6% | +81.2% | -83.8% | -13.9% |
| All | +125.2% | +226.7% | -101.5% | +122.9% |
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