+230.3%
EQX vs VT
+181.8%
+48.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +2.8% |
| 7D | +19.9% | +0.4% | +19.6% | +19.6% |
| 30D | +5.9% | -2.6% | +8.5% | +8.4% |
| 3M | +4.6% | -3.2% | +7.9% | +8.0% |
| 6M | -15.1% | +0.9% | -16.1% | -14.7% |
| YTD | -13.5% | +11.3% | -24.8% | -18.6% |
| 1Y | +3.7% | +14.0% | -10.3% | -3.9% |
| 3Y | +164.5% | +75.8% | +88.7% | +82.4% |
| 5Y | +53.3% | +57.8% | -4.5% | +8.6% |
| All | +230.3% | +181.8% | +48.6% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling