+72.2%
EQX vs VFC
-78.2%
+150.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +1.0% |
| 7D | -3.2% | -1.4% | -1.8% | -3.0% |
| 30D | +7.8% | -9.0% | +16.7% | +9.2% |
| 3M | +21.3% | -24.2% | +45.5% | +25.7% |
| 6M | -22.4% | -18.5% | -3.9% | -20.5% |
| YTD | -11.3% | -25.9% | +14.6% | -8.0% |
| 1Y | +13.5% | -13.0% | +26.5% | +14.8% |
| 3Y | +162.1% | -20.3% | +182.5% | +148.8% |
| All | +72.2% | -78.2% | +150.4% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling