+13.5%
EQX vs VIG
+13.0%
+0.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.2% |
| 7D | -3.2% | -1.1% | -2.1% | -1.0% |
| 30D | +7.8% | -2.7% | +10.5% | +14.0% |
| 3M | +21.3% | +2.5% | +18.8% | +15.9% |
| 6M | -22.4% | +9.2% | -31.7% | -33.8% |
| YTD | -11.3% | +9.8% | -21.1% | -24.7% |
| 1Y | +13.5% | +12.4% | +1.1% | -7.6% |
| All | +13.5% | +13.0% | +0.5% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling