+3,033.3%
EQT vs VFC
+793.0%
+2,240.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -1.2% | -3.3% | +2.1% | -0.5% |
| 30D | +1.1% | -14.0% | +15.1% | +4.4% |
| 3M | +4.8% | -22.6% | +27.4% | +9.7% |
| 6M | -10.6% | -24.7% | +14.1% | -6.5% |
| YTD | +3.4% | -29.0% | +32.4% | +9.0% |
| 1Y | +8.7% | -13.8% | +22.5% | +8.4% |
| 3Y | +35.0% | -28.2% | +63.2% | +25.0% |
| 5Y | +204.2% | -79.0% | +283.2% | +283.2% |
| 10Y | +52.5% | -69.2% | +121.7% | +66.1% |
| All | +3,033.3% | +793.0% | +2,240.3% | +2,033.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling