-89.2%
EQ vs VT
+148.8%
-238.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +0.2% | +13.3% | +13.4% |
| 7D | +10.2% | -2.3% | +12.5% | +11.9% |
| 30D | +8.6% | -5.0% | +13.6% | +12.3% |
| 3M | -28.8% | -4.9% | -23.9% | -26.4% |
| 6M | -30.4% | -1.5% | -28.9% | -29.4% |
| YTD | -2.6% | +8.5% | -11.1% | -6.8% |
| 1Y | +18.9% | +11.4% | +7.5% | +12.2% |
| 3Y | +202.0% | +70.1% | +131.9% | +129.0% |
| 5Y | -76.8% | +53.7% | -130.5% | -81.7% |
| All | -89.2% | +148.8% | -238.0% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling