+76.6%
VT vs EQX
+174.7%
-98.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +1.0% | +3.8% | -2.8% | +0.7% |
| 30D | -0.2% | +9.4% | -9.6% | -1.1% |
| 3M | +4.5% | +16.8% | -12.3% | +2.8% |
| 6M | +14.1% | -23.7% | +37.7% | +15.4% |
| YTD | +14.8% | -9.6% | +24.4% | +14.4% |
| 1Y | +21.2% | +29.1% | -7.9% | +17.4% |
| 3Y | +76.6% | +175.3% | -98.8% | +59.6% |
| All | +76.6% | +174.7% | -98.2% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling