+120.6%
VLO vs EQX
+7.1%
+113.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +12.8% | -18.6% | -4.6% |
| 7D | -6.0% | +7.6% | -13.6% | -5.0% |
| 30D | -12.9% | +0.4% | -13.3% | -12.2% |
| 3M | +18.3% | +18.0% | +0.4% | +20.5% |
| 6M | +46.4% | -18.4% | +64.8% | +47.8% |
| YTD | +127.7% | -19.3% | +147.1% | +123.5% |
| 1Y | +120.6% | +9.2% | +111.4% | +100.1% |
| All | +120.6% | +7.1% | +113.6% | +100.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling