+9.2%
EQX vs VFC
+52.5%
-43.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +4.4% | +8.4% | +11.5% |
| 7D | +7.6% | +21.5% | -13.8% | +1.9% |
| 30D | +0.4% | +46.7% | -46.2% | -10.1% |
| 3M | +18.0% | +38.4% | -20.4% | +7.1% |
| 6M | -18.4% | +15.2% | -33.6% | -22.8% |
| YTD | -19.3% | +17.8% | -37.1% | -24.0% |
| 1Y | +9.2% | +55.6% | -46.3% | +5.3% |
| All | +9.2% | +52.5% | -43.2% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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