+177.4%
VT vs EQX
+176.1%
+1.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +2.4% | -10.5% | +12.9% | +3.3% |
| 30D | -1.5% | +0.2% | -1.7% | -1.7% |
| 3M | -4.1% | -7.9% | +3.8% | -3.8% |
| 6M | +0.6% | -28.6% | +29.2% | +2.8% |
| YTD | +11.0% | -26.3% | +37.3% | +12.4% |
| 1Y | +13.3% | -20.2% | +33.6% | +13.9% |
| 3Y | +73.4% | +131.1% | -57.7% | +55.9% |
| 5Y | +57.4% | +21.7% | +35.8% | +42.8% |
| All | +177.4% | +176.1% | +1.3% | +175.3% |
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