+118.5%
VSH vs EQX
+232.0%
-113.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +6.0% |
| 7D | +4.8% | -3.2% | +8.0% | +5.1% |
| 30D | -0.7% | +7.8% | -8.5% | -1.6% |
| 3M | -43.1% | +21.3% | -64.4% | -44.3% |
| 6M | +91.8% | -22.4% | +114.2% | +94.3% |
| YTD | +131.6% | -11.3% | +142.9% | +130.8% |
| 1Y | +118.1% | +13.5% | +104.6% | +112.0% |
| 3Y | +40.9% | +162.1% | -121.2% | +22.9% |
| 5Y | +75.8% | +84.2% | -8.4% | +51.3% |
| All | +118.5% | +232.0% | -113.6% | +133.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling