+608.4%
VST vs EQX
+24.7%
+583.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +6.6% | -10.5% | +17.1% | +8.1% |
| 30D | -12.4% | +0.2% | -12.6% | -12.7% |
| 3M | -9.0% | -7.9% | -1.1% | -8.5% |
| 6M | -6.4% | -28.6% | +22.2% | -3.3% |
| YTD | -17.2% | -26.3% | +9.1% | -15.6% |
| 1Y | -22.0% | -20.2% | -1.8% | -21.4% |
| 3Y | +296.7% | +131.1% | +165.6% | +249.5% |
| All | +608.4% | +24.7% | +583.7% | +503.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling