-90.8%
EQ vs VT
+154.6%
-245.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | -14.6% | +2.4% | -16.9% | -15.8% |
| 30D | -0.8% | -1.5% | +0.7% | +0.4% |
| 3M | -35.8% | -4.1% | -31.7% | -34.0% |
| 6M | -44.2% | +0.6% | -44.7% | -44.1% |
| YTD | -16.8% | +11.0% | -27.8% | -21.5% |
| 1Y | +53.6% | +13.3% | +40.2% | +43.4% |
| 3Y | +158.0% | +73.4% | +84.6% | +93.2% |
| 5Y | -76.8% | +57.4% | -134.2% | -81.9% |
| All | -90.8% | +154.6% | -245.4% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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