+109.2%
EQBK vs VT
+224.7%
-115.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | +2.3% | +1.0% | +1.3% | +1.4% |
| 30D | -1.6% | -0.2% | -1.4% | -1.4% |
| 3M | +7.5% | +4.5% | +2.9% | +2.6% |
| 6M | +13.4% | +14.1% | -0.7% | -0.9% |
| YTD | +13.1% | +14.8% | -1.6% | -1.8% |
| 1Y | +19.6% | +21.2% | -1.6% | -1.8% |
| 3Y | +116.2% | +76.6% | +39.6% | +23.4% |
| 5Y | +69.5% | +66.6% | +2.9% | +1.6% |
| All | +109.2% | +224.7% | -115.5% | -36.8% |
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