+72.1%
EQT vs VT
+360.7%
-288.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.1% |
| 7D | +0.3% | -0.7% | +1.0% | +1.0% |
| 30D | -0.7% | -1.7% | +1.1% | +0.9% |
| 3M | -2.8% | -2.3% | -0.5% | -0.8% |
| 6M | -6.1% | +1.5% | -7.6% | -8.7% |
| YTD | -0.5% | +12.0% | -12.6% | -13.8% |
| 1Y | -12.1% | +12.9% | -25.0% | -24.5% |
| 3Y | +40.4% | +74.9% | -34.6% | -25.2% |
| 5Y | +167.8% | +59.9% | +107.8% | +57.7% |
| 10Y | +61.8% | +224.6% | -162.8% | -57.9% |
| All | +72.1% | +360.7% | -288.6% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling