+164.5%
EQX vs VT
+74.1%
+90.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +1.4% |
| 7D | +19.9% | +0.4% | +19.6% | +19.3% |
| 30D | +5.9% | -2.6% | +8.5% | +10.0% |
| 3M | +4.6% | -3.2% | +7.9% | +10.1% |
| 6M | -15.1% | +0.9% | -16.1% | -14.6% |
| YTD | -13.5% | +11.3% | -24.8% | -21.5% |
| 1Y | +3.7% | +14.0% | -10.3% | -7.9% |
| 3Y | +164.5% | +75.8% | +88.7% | +33.1% |
| All | +164.5% | +74.1% | +90.4% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling