+35.8%
EQT vs VFC
-28.4%
+64.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -1.2% | -3.3% | +2.1% | -1.0% |
| 30D | +1.1% | -14.0% | +15.1% | +2.0% |
| 3M | +4.8% | -22.6% | +27.4% | +6.1% |
| 6M | -10.6% | -24.7% | +14.1% | -9.5% |
| YTD | +3.4% | -29.0% | +32.4% | +4.9% |
| 1Y | +8.7% | -13.8% | +22.5% | +8.3% |
| All | +35.8% | -28.4% | +64.2% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling