+4.1%
VCIT vs EQX
+24.7%
-20.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.4% | -10.5% | +9.1% | -1.0% |
| 30D | +0.6% | +0.2% | +0.4% | +0.5% |
| 3M | -2.2% | -7.9% | +5.7% | -2.1% |
| 6M | -2.3% | -28.6% | +26.3% | -1.4% |
| YTD | -2.2% | -26.3% | +24.1% | -1.8% |
| 1Y | -1.4% | -20.2% | +18.9% | -1.3% |
| 3Y | +18.7% | +131.1% | -112.3% | +11.8% |
| All | +4.1% | +24.7% | -20.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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