+184.9%
VT vs EQX
+244.1%
-59.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | -0.1% | +1.7% | -1.9% | -0.3% |
| 30D | -0.7% | +11.1% | -11.8% | -1.7% |
| 3M | +4.0% | +23.1% | -19.1% | +1.8% |
| 6M | +12.3% | -21.8% | +34.1% | +13.8% |
| YTD | +14.0% | -8.1% | +22.1% | +13.5% |
| 1Y | +20.3% | +29.7% | -9.4% | +16.0% |
| 3Y | +75.4% | +179.9% | -104.5% | +54.9% |
| 5Y | +66.0% | +82.5% | -16.5% | +46.2% |
| All | +184.9% | +244.1% | -59.2% | +178.0% |
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 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