+49.5%
EQT vs VIG
+247.5%
-198.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | -1.2% | -2.2% | +1.1% | +1.0% |
| 30D | +1.1% | -3.2% | +4.3% | +4.2% |
| 3M | +4.8% | +3.0% | +1.8% | +1.6% |
| 6M | -10.6% | +8.1% | -18.7% | -17.5% |
| YTD | +3.4% | +9.1% | -5.6% | -5.5% |
| 1Y | +8.7% | +12.6% | -3.9% | -3.6% |
| 3Y | +35.0% | +55.4% | -20.4% | -13.0% |
| 5Y | +204.2% | +62.8% | +141.5% | +88.5% |
| All | +49.5% | +247.5% | -198.0% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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