+251.1%
EQX vs VT
+188.7%
+62.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.2% |
| 7D | +1.7% | -0.1% | +1.9% | +1.9% |
| 30D | +11.1% | -0.7% | +11.8% | +11.8% |
| 3M | +23.1% | +4.0% | +19.1% | +20.0% |
| 6M | -21.8% | +12.3% | -34.1% | -27.5% |
| YTD | -8.1% | +14.0% | -22.1% | -15.5% |
| 1Y | +29.7% | +20.3% | +9.4% | +14.9% |
| 3Y | +179.9% | +75.4% | +104.5% | +91.6% |
| 5Y | +82.5% | +66.0% | +16.5% | +25.1% |
| All | +251.1% | +188.7% | +62.4% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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