+665.6%
EQWL vs VT
+357.8%
+307.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +2.6% | +2.9% | -0.3% | +0.3% |
| 30D | +1.7% | -2.5% | +4.3% | +3.8% |
| 3M | -0.6% | -3.3% | +2.7% | +2.0% |
| 6M | +7.5% | +1.5% | +6.0% | +6.0% |
| YTD | +14.2% | +11.4% | +2.9% | +4.5% |
| 1Y | +15.0% | +11.9% | +3.0% | +4.7% |
| 3Y | +77.1% | +73.9% | +3.2% | +13.7% |
| 5Y | +70.9% | +57.9% | +13.0% | +18.2% |
| 10Y | +286.5% | +222.6% | +63.9% | +57.2% |
| All | +665.6% | +357.8% | +307.7% | +133.1% |
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