+35.8%
EQT vs VMC
+17.8%
+18.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -1.2% | -3.7% | +2.5% | -0.6% |
| 30D | +1.1% | -12.8% | +13.8% | +3.3% |
| 3M | +4.8% | -7.9% | +12.7% | +5.8% |
| 6M | -10.6% | -7.5% | -3.1% | -10.2% |
| YTD | +3.4% | -11.6% | +15.1% | +4.2% |
| 1Y | +8.7% | -14.3% | +22.9% | +10.2% |
| All | +35.8% | +17.8% | +18.1% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling