+9.2%
EQX vs VMC
+3.7%
+5.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +4.6% | +8.2% | +10.0% |
| 7D | +7.6% | +12.3% | -4.7% | +0.6% |
| 30D | +0.4% | +21.2% | -20.8% | -10.4% |
| 3M | +18.0% | +4.6% | +13.4% | +14.6% |
| 6M | -18.4% | +3.9% | -22.2% | -21.1% |
| YTD | -19.3% | +5.0% | -24.3% | -20.6% |
| 1Y | +9.2% | +2.6% | +6.6% | +8.2% |
| All | +9.2% | +3.7% | +5.5% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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