+0.8%
EQT vs VG
-44.6%
+45.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +6.9% | +14.0% | -7.1% | +4.5% |
| 30D | +0.4% | -1.0% | +1.4% | +0.2% |
| 3M | -2.0% | -2.7% | +0.7% | -2.1% |
| 6M | -5.0% | +1.5% | -6.5% | -6.4% |
| YTD | -0.3% | +93.7% | -94.0% | -14.7% |
| 1Y | -11.3% | +68.5% | -79.8% | -22.3% |
| All | +0.8% | -44.6% | +45.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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