-33.5%
VG vs EQX
+115.1%
-148.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +2.0% |
| 7D | +9.6% | -3.2% | +12.8% | +9.5% |
| 30D | +15.2% | +7.8% | +7.4% | +15.3% |
| 3M | +24.1% | +21.3% | +2.8% | +24.4% |
| 6M | +27.2% | -22.4% | +49.6% | +31.0% |
| YTD | +132.3% | -11.3% | +143.6% | +127.2% |
| 1Y | +15.7% | +13.5% | +2.2% | +4.1% |
| All | -33.5% | +115.1% | -148.6% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling