+238.8%
EQX vs VIG
+184.7%
+54.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -3.2% | -1.1% | -2.1% | -2.6% |
| 30D | +7.8% | -2.7% | +10.5% | +9.6% |
| 3M | +21.3% | +2.5% | +18.8% | +19.8% |
| 6M | -22.4% | +9.2% | -31.7% | -25.8% |
| YTD | -11.3% | +9.8% | -21.1% | -15.3% |
| 1Y | +13.5% | +12.4% | +1.1% | +7.1% |
| 3Y | +162.1% | +55.9% | +106.2% | +109.6% |
| 5Y | +84.2% | +63.9% | +20.2% | +43.0% |
| All | +238.8% | +184.7% | +54.1% | +346.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling