+195.0%
VLO vs EQX
+168.9%
+26.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.3% |
| 7D | +5.3% | -3.2% | +8.5% | +5.3% |
| 30D | +18.2% | +7.8% | +10.5% | +18.1% |
| 3M | +53.3% | +21.3% | +32.0% | +52.9% |
| 6M | +70.4% | -22.4% | +92.9% | +72.3% |
| YTD | +143.4% | -11.3% | +154.7% | +142.9% |
| 1Y | +153.0% | +13.5% | +139.5% | +148.6% |
| 3Y | +195.0% | +162.1% | +32.8% | +166.7% |
| All | +195.0% | +168.9% | +26.0% | +166.7% |
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