+40.0%
XYZ vs EQX
+238.5%
-198.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.9% |
| 7D | +2.9% | +3.8% | -0.9% | +2.1% |
| 30D | +1.4% | +9.4% | -8.0% | -0.6% |
| 3M | +14.6% | +16.8% | -2.3% | +10.2% |
| 6M | +20.8% | -23.7% | +44.4% | +25.7% |
| YTD | +23.1% | -9.6% | +32.7% | +22.7% |
| 1Y | +5.6% | +29.1% | -23.5% | -3.3% |
| 3Y | +50.9% | +175.3% | -124.4% | +10.9% |
| 5Y | -68.6% | +77.3% | -145.8% | -76.7% |
| All | +40.0% | +238.5% | -198.4% | +47.6% |
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