+664.9%
EQWL vs VT
+356.5%
+308.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +2.9% | +2.4% | +0.5% | +1.0% |
| 30D | +1.9% | -1.5% | +3.4% | +3.1% |
| 3M | -1.4% | -4.1% | +2.7% | +1.9% |
| 6M | +7.6% | +0.6% | +7.0% | +6.9% |
| YTD | +14.1% | +11.0% | +3.1% | +4.6% |
| 1Y | +16.3% | +13.3% | +3.0% | +4.9% |
| 3Y | +77.1% | +73.4% | +3.7% | +13.9% |
| 5Y | +70.8% | +57.4% | +13.3% | +18.4% |
| 10Y | +286.2% | +221.7% | +64.5% | +57.4% |
| All | +664.9% | +356.5% | +308.4% | +133.4% |
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