+144.9%
EQRR vs VT
+170.8%
-25.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | +3.5% | +2.4% | +1.2% | +1.4% |
| 30D | -4.6% | -1.5% | -3.1% | -3.4% |
| 3M | -6.3% | -4.1% | -2.2% | -2.8% |
| 6M | +7.5% | +0.6% | +6.9% | +6.8% |
| YTD | +28.2% | +11.0% | +17.2% | +16.0% |
| 1Y | +31.7% | +13.3% | +18.4% | +17.0% |
| 3Y | +77.7% | +73.4% | +4.3% | +5.8% |
| 5Y | +73.3% | +57.4% | +15.8% | +12.5% |
| All | +144.9% | +170.8% | -25.9% | +2.0% |
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 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