+668.8%
EQWL vs VT
+374.2%
+294.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.4% | +0.4% | -0.9% | -0.8% |
| 30D | +0.7% | +1.0% | -0.3% | -0.1% |
| 3M | +4.8% | +2.4% | +2.4% | +2.7% |
| 6M | +11.1% | +12.0% | -0.9% | +1.3% |
| YTD | +14.7% | +15.3% | -0.6% | +2.1% |
| 1Y | +21.2% | +22.6% | -1.4% | +2.8% |
| 3Y | +71.9% | +74.7% | -2.7% | +10.1% |
| 5Y | +76.3% | +66.1% | +10.2% | +17.3% |
| 10Y | +292.7% | +225.0% | +67.7% | +58.4% |
| All | +668.8% | +374.2% | +294.6% | +127.8% |
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