+75.4%
VEA vs EQX
+168.9%
-93.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.9% |
| 7D | -1.5% | -3.2% | +1.7% | -1.1% |
| 30D | -0.8% | +7.8% | -8.6% | -1.8% |
| 3M | +2.5% | +21.3% | -18.9% | -0.2% |
| 6M | +11.1% | -22.4% | +33.6% | +12.9% |
| YTD | +17.2% | -11.3% | +28.5% | +17.1% |
| 1Y | +24.5% | +13.5% | +11.0% | +21.1% |
| 3Y | +75.4% | +162.1% | -86.7% | +54.6% |
| All | +75.4% | +168.9% | -93.5% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling