+182.4%
VT vs EQX
+226.7%
-44.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | -0.4% |
| 7D | -2.0% | -7.0% | +5.0% | -1.4% |
| 30D | -1.4% | +4.8% | -6.3% | -1.9% |
| 3M | +4.7% | +25.6% | -20.9% | +2.3% |
| 6M | +11.4% | -25.8% | +37.2% | +13.3% |
| YTD | +13.1% | -12.7% | +25.8% | +13.1% |
| 1Y | +19.0% | +14.1% | +5.0% | +16.0% |
| 3Y | +73.9% | +165.7% | -91.8% | +54.3% |
| 5Y | +65.4% | +81.2% | -15.8% | +45.9% |
| All | +182.4% | +226.7% | -44.2% | +176.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling