-4.9%
EQT vs VMC
+3.7%
-8.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.6% | -7.8% | -2.7% |
| 7D | -6.6% | +12.3% | -18.9% | -5.5% |
| 30D | +2.7% | +21.2% | -18.5% | +4.5% |
| 3M | -0.2% | +4.6% | -4.8% | +0.1% |
| 6M | -10.6% | +3.9% | -14.4% | -9.7% |
| YTD | -1.2% | +5.0% | -6.1% | -0.1% |
| 1Y | -4.9% | +2.6% | -7.5% | -3.4% |
| All | -4.9% | +3.7% | -8.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling