+218.8%
EQIN vs VT
+234.1%
-15.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +0.1% | +0.4% | -0.4% | -0.3% |
| 30D | +0.9% | +1.0% | 0.0% | +0.1% |
| 3M | +5.8% | +2.4% | +3.4% | +3.5% |
| 6M | +8.2% | +12.0% | -3.8% | -2.1% |
| YTD | +15.4% | +15.3% | +0.1% | +1.9% |
| 1Y | +20.6% | +22.6% | -2.0% | +1.0% |
| 3Y | +51.6% | +74.7% | -23.0% | -6.6% |
| 5Y | +69.6% | +66.1% | +3.5% | +8.4% |
| 10Y | +213.1% | +225.0% | -11.9% | +29.9% |
| All | +218.8% | +234.1% | -15.4% | +30.3% |
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