+137.9%
VGT vs EQX
+83.7%
+54.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | -0.2% | -3.2% | +3.0% | +0.2% |
| 30D | -0.4% | +7.8% | -8.2% | -1.4% |
| 3M | +4.4% | +21.3% | -16.9% | +1.8% |
| 6M | +32.1% | -22.4% | +54.5% | +34.1% |
| YTD | +28.8% | -11.3% | +40.1% | +28.5% |
| 1Y | +35.3% | +13.5% | +21.8% | +31.3% |
| 3Y | +124.8% | +162.1% | -37.4% | +95.3% |
| All | +137.9% | +83.7% | +54.3% | +103.5% |
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 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