+558.1%
VRT vs EQX
+168.9%
+389.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.4% |
| 7D | -8.4% | -3.2% | -5.2% | -7.9% |
| 30D | -10.9% | +7.8% | -18.6% | -12.1% |
| 3M | -13.7% | +21.3% | -35.0% | -16.8% |
| 6M | -4.1% | -22.4% | +18.3% | -2.2% |
| YTD | +58.7% | -11.3% | +70.1% | +59.6% |
| 1Y | +89.6% | +13.5% | +76.1% | +86.5% |
| 3Y | +558.1% | +162.1% | +396.0% | +535.1% |
| All | +558.1% | +168.9% | +389.2% | +535.1% |
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 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