+13.5%
EQX vs VCLT
-4.4%
+17.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.2% | -1.4% | -1.8% | -0.8% |
| 30D | +7.8% | -1.2% | +8.9% | +10.1% |
| 3M | +21.3% | -4.8% | +26.1% | +31.1% |
| 6M | -22.4% | -2.6% | -19.8% | -18.2% |
| YTD | -11.3% | -3.3% | -8.0% | -6.7% |
| 1Y | +13.5% | -4.8% | +18.3% | +18.2% |
| All | +13.5% | -4.4% | +17.9% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling