+682.1%
VST vs EQX
+243.0%
+439.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.8% |
| 7D | +8.9% | -1.4% | +10.3% | +9.1% |
| 30D | +6.2% | +24.4% | -18.2% | +3.0% |
| 3M | -2.7% | +11.6% | -14.3% | -4.6% |
| 6M | -8.4% | -25.0% | +16.6% | -6.0% |
| YTD | -7.2% | -8.4% | +1.2% | -7.7% |
| 1Y | -20.9% | +43.4% | -64.3% | -25.8% |
| 3Y | +384.0% | +162.0% | +222.0% | +314.4% |
| 5Y | +757.1% | +70.1% | +686.9% | +644.7% |
| All | +682.1% | +243.0% | +439.0% | +601.0% |
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