+233.4%
EQX vs VCLT
+16.1%
+217.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.9% | -3.9% |
| 7D | -7.0% | -1.3% | -5.7% | -5.7% |
| 30D | +4.8% | -1.1% | +6.0% | +6.2% |
| 3M | +25.6% | -3.7% | +29.3% | +30.8% |
| 6M | -25.8% | -4.0% | -21.8% | -22.1% |
| YTD | -12.7% | -3.4% | -9.4% | -9.2% |
| 1Y | +14.1% | -4.1% | +18.2% | +19.5% |
| 3Y | +165.7% | +11.0% | +154.8% | +139.5% |
| 5Y | +81.2% | -17.0% | +98.2% | +110.8% |
| All | +233.4% | +16.1% | +217.3% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling