+7.8%
EQT vs VFC
-6.8%
+14.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.8% |
| 7D | +1.1% | -1.6% | +2.7% | +1.1% |
| 30D | +7.7% | -11.6% | +19.3% | +7.9% |
| 3M | +0.2% | -18.1% | +18.3% | +0.2% |
| 6M | -9.5% | -27.4% | +17.9% | -9.0% |
| YTD | +3.8% | -24.8% | +28.7% | +3.4% |
| 1Y | +7.8% | -8.2% | +16.0% | +4.2% |
| All | +7.8% | -6.8% | +14.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling