+122.9%
EQBK vs VT
+230.6%
-107.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -0.9% |
| 7D | -1.2% | +0.4% | -1.5% | -1.6% |
| 30D | +5.7% | -2.6% | +8.3% | +8.0% |
| 3M | -2.6% | -3.2% | +0.6% | 0.0% |
| 6M | +8.9% | +0.9% | +8.0% | +7.1% |
| YTD | +12.0% | +11.3% | +0.6% | +0.2% |
| 1Y | +21.7% | +14.0% | +7.7% | +6.4% |
| 3Y | +105.5% | +75.8% | +29.6% | +20.6% |
| 5Y | +56.8% | +57.8% | -1.0% | +1.1% |
| 10Y | +95.8% | +219.8% | -124.0% | -27.3% |
| All | +122.9% | +230.6% | -107.7% | -19.0% |
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