+258.1%
EQT vs VIG
+610.7%
-352.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -1.2% | -2.2% | +1.1% | +1.4% |
| 30D | +1.1% | -3.2% | +4.3% | +4.9% |
| 3M | +4.8% | +3.0% | +1.8% | +0.9% |
| 6M | -10.6% | +8.1% | -18.7% | -18.8% |
| YTD | +3.4% | +9.1% | -5.6% | -7.2% |
| 1Y | +8.7% | +12.6% | -3.9% | -6.0% |
| 3Y | +35.0% | +55.4% | -20.4% | -20.4% |
| 5Y | +204.2% | +62.8% | +141.5% | +70.4% |
| 10Y | +52.5% | +246.6% | -194.1% | -68.5% |
| All | +258.1% | +610.7% | -352.6% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling