+72.2%
EQX vs VMC
+47.0%
+25.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.4% |
| 7D | -3.2% | -3.8% | +0.6% | -2.0% |
| 30D | +7.8% | -9.7% | +17.5% | +11.5% |
| 3M | +21.3% | -9.6% | +31.0% | +25.3% |
| 6M | -22.4% | -4.8% | -17.6% | -21.0% |
| YTD | -11.3% | -10.9% | -0.4% | -8.0% |
| 1Y | +13.5% | -15.6% | +29.1% | +19.3% |
| 3Y | +162.1% | +19.3% | +142.8% | +144.9% |
| All | +72.2% | +47.0% | +25.2% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling