+2,458.5%
VRT vs EQX
+226.7%
+2,231.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.1% | -0.6% | -4.9% |
| 7D | -7.7% | -7.0% | -0.7% | -6.8% |
| 30D | -12.0% | +4.8% | -16.8% | -12.7% |
| 3M | -11.7% | +25.6% | -37.3% | -15.0% |
| 6M | -8.1% | -25.8% | +17.8% | -5.2% |
| YTD | +53.2% | -12.7% | +66.0% | +54.2% |
| 1Y | +81.7% | +14.1% | +67.6% | +76.4% |
| 3Y | +535.3% | +165.7% | +369.5% | +439.5% |
| 5Y | +916.4% | +81.2% | +835.1% | +752.7% |
| All | +2,458.5% | +226.7% | +2,231.8% | +2,005.5% |
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 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