+362.2%
VST vs EQX
+178.7%
+183.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +5.3% | +1.7% | +3.6% | +4.9% |
| 30D | +5.8% | +11.1% | -5.3% | +3.5% |
| 3M | +3.5% | +23.1% | -19.6% | -1.1% |
| 6M | -7.4% | -21.8% | +14.4% | -4.9% |
| YTD | -6.1% | -8.1% | +2.0% | -7.1% |
| 1Y | -21.6% | +29.7% | -51.3% | -27.7% |
| All | +362.2% | +178.7% | +183.5% | +266.1% |
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