+677.2%
VST vs EQX
+232.0%
+445.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -0.6% | -3.2% | +2.6% | -0.2% |
| 30D | +1.2% | +7.8% | -6.6% | 0.0% |
| 3M | +1.5% | +21.3% | -19.8% | -1.5% |
| 6M | -6.5% | -22.4% | +15.9% | -4.5% |
| YTD | -7.8% | -11.3% | +3.5% | -7.9% |
| 1Y | -26.9% | +13.5% | -40.4% | -29.4% |
| 3Y | +353.9% | +162.1% | +191.7% | +289.1% |
| 5Y | +782.7% | +84.2% | +698.5% | +660.7% |
| All | +677.2% | +232.0% | +445.2% | +599.6% |
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