+105.9%
VSH vs EQX
+226.7%
-120.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.1% | -0.4% |
| 7D | +3.1% | -7.0% | +10.1% | +3.8% |
| 30D | -5.7% | +4.8% | -10.6% | -6.3% |
| 3M | -42.5% | +25.6% | -68.1% | -43.9% |
| 6M | +82.7% | -25.8% | +108.5% | +85.9% |
| YTD | +118.2% | -12.7% | +131.0% | +117.9% |
| 1Y | +109.7% | +14.1% | +95.6% | +103.7% |
| 3Y | +35.3% | +165.7% | -130.5% | +17.9% |
| 5Y | +65.6% | +81.2% | -15.6% | +42.8% |
| All | +105.9% | +226.7% | -120.8% | +120.5% |
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