-89.3%
EQ vs VT
+155.2%
-244.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -2.2% |
| 7D | +8.7% | +0.4% | +8.3% | +8.5% |
| 30D | +6.4% | -2.6% | +9.0% | +8.3% |
| 3M | -28.9% | -3.2% | -25.7% | -27.4% |
| 6M | -28.9% | +0.9% | -29.9% | -29.0% |
| YTD | -3.2% | +11.3% | -14.5% | -8.9% |
| 1Y | +36.4% | +14.0% | +22.4% | +26.8% |
| 3Y | +212.5% | +75.8% | +136.7% | +132.3% |
| 5Y | -77.1% | +57.8% | -135.0% | -82.2% |
| All | -89.3% | +155.2% | -244.5% | -92.8% |
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