+251.1%
EQX vs VMC
+173.9%
+77.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +4.9% | +2.4% |
| 7D | +1.7% | -5.3% | +7.1% | +2.9% |
| 30D | +11.1% | -12.3% | +23.4% | +14.3% |
| 3M | +23.1% | -10.3% | +33.4% | +26.0% |
| 6M | -21.8% | -8.6% | -13.3% | -20.2% |
| YTD | -8.1% | -11.9% | +3.8% | -5.6% |
| 1Y | +29.7% | -13.9% | +43.6% | +33.7% |
| 3Y | +179.9% | +18.2% | +161.7% | +170.8% |
| 5Y | +82.5% | +47.7% | +34.8% | +68.6% |
| All | +251.1% | +173.9% | +77.2% | +250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling