+195.6%
EQT vs VMC
+45.8%
+149.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.2% | -3.7% | +2.5% | +0.1% |
| 30D | +1.1% | -12.8% | +13.8% | +5.7% |
| 3M | +4.8% | -7.9% | +12.7% | +6.9% |
| 6M | -10.6% | -7.5% | -3.1% | -9.6% |
| YTD | +3.4% | -11.6% | +15.1% | +5.4% |
| 1Y | +8.7% | -14.3% | +22.9% | +11.7% |
| 3Y | +35.0% | +18.5% | +16.5% | +15.9% |
| All | +195.6% | +45.8% | +149.8% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling