+72.2%
VNQ vs EQX
+232.0%
-159.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -1.3% | -3.2% | +1.9% | -1.0% |
| 30D | -2.6% | +7.8% | -10.3% | -3.2% |
| 3M | -2.0% | +21.3% | -23.4% | -3.8% |
| 6M | +4.3% | -22.4% | +26.7% | +5.7% |
| YTD | +9.2% | -11.3% | +20.5% | +9.0% |
| 1Y | +5.6% | +13.5% | -7.9% | +2.8% |
| 3Y | +30.8% | +162.1% | -131.3% | +15.6% |
| 5Y | +8.0% | +84.2% | -76.2% | -5.3% |
| All | +72.2% | +232.0% | -159.8% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling