+238.8%
EQX vs VMC
+177.1%
+61.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.5% |
| 7D | -3.2% | -3.8% | +0.6% | -2.4% |
| 30D | +7.8% | -9.7% | +17.5% | +10.2% |
| 3M | +21.3% | -9.6% | +31.0% | +23.9% |
| 6M | -22.4% | -4.8% | -17.6% | -21.4% |
| YTD | -11.3% | -10.9% | -0.4% | -9.1% |
| 1Y | +13.5% | -15.6% | +29.1% | +17.4% |
| 3Y | +162.1% | +19.3% | +142.8% | +153.0% |
| 5Y | +84.2% | +48.0% | +36.2% | +69.9% |
| All | +238.8% | +177.1% | +61.8% | +237.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling