+794.0%
EQL vs VT
+549.5%
+244.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +0.1% | -1.6% | +1.7% | +1.4% |
| 30D | +2.9% | -2.5% | +5.4% | +5.1% |
| 3M | +1.0% | -1.3% | +2.3% | +2.0% |
| 6M | +4.2% | +3.1% | +1.2% | +1.2% |
| YTD | +12.9% | +10.9% | +1.9% | +2.6% |
| 1Y | +14.9% | +12.1% | +2.9% | +3.5% |
| 3Y | +61.4% | +73.9% | -12.5% | -0.8% |
| 5Y | +59.0% | +58.0% | +1.0% | +5.8% |
| 10Y | +238.4% | +225.5% | +12.9% | +23.9% |
| All | +794.0% | +549.5% | +244.5% | +88.6% |
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