+51.6%
EQT vs VT
+222.7%
-171.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.3% |
| 7D | -2.0% | -0.1% | -1.9% | -1.9% |
| 30D | +1.0% | -0.7% | +1.7% | +1.6% |
| 3M | +4.0% | +4.0% | 0.0% | -0.3% |
| 6M | -11.7% | +12.3% | -24.0% | -21.9% |
| YTD | +2.8% | +14.0% | -11.2% | -10.6% |
| 1Y | +10.0% | +20.3% | -10.3% | -9.3% |
| 3Y | +34.1% | +75.4% | -41.3% | -23.9% |
| 5Y | +195.3% | +66.0% | +129.3% | +76.7% |
| 10Y | +51.6% | +228.2% | -176.6% | -60.6% |
| All | +51.6% | +222.7% | -171.1% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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