+791.9%
EQL vs VT
+575.2%
+216.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.2% | +0.4% | -0.7% | -0.6% |
| 30D | +0.2% | +1.0% | -0.7% | -0.6% |
| 3M | +2.5% | +2.4% | +0.2% | +0.3% |
| 6M | +5.3% | +12.0% | -6.7% | -4.8% |
| YTD | +12.6% | +15.3% | -2.7% | -0.9% |
| 1Y | +16.4% | +22.6% | -6.2% | -2.8% |
| 3Y | +55.6% | +74.7% | -19.1% | -4.6% |
| 5Y | +63.9% | +66.1% | -2.3% | +4.5% |
| 10Y | +224.1% | +225.0% | -0.9% | +18.6% |
| All | +791.9% | +575.2% | +216.6% | +82.2% |
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