+251.1%
EQX vs VFC
-75.4%
+326.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.9% |
| 7D | +1.7% | -2.3% | +4.1% | +2.0% |
| 30D | +11.1% | -13.4% | +24.5% | +13.1% |
| 3M | +23.1% | -23.7% | +46.8% | +26.9% |
| 6M | -21.8% | -24.5% | +2.6% | -19.4% |
| YTD | -8.1% | -27.8% | +19.7% | -4.7% |
| 1Y | +29.7% | -13.5% | +43.1% | +31.1% |
| 3Y | +179.9% | -27.1% | +207.0% | +173.0% |
| 5Y | +82.5% | -79.0% | +161.5% | +105.9% |
| All | +251.1% | -75.4% | +326.5% | +343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling