+228.5%
VTI vs EQX
+217.3%
+11.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -0.1% |
| 7D | -1.3% | -7.5% | +6.2% | -0.8% |
| 30D | -2.4% | +2.4% | -4.7% | -2.7% |
| 3M | +2.6% | +12.7% | -10.1% | +1.3% |
| 6M | +15.6% | -18.4% | +34.0% | +16.6% |
| YTD | +12.4% | -15.2% | +27.7% | +12.6% |
| 1Y | +16.9% | +12.2% | +4.7% | +14.3% |
| 3Y | +74.3% | +139.4% | -65.2% | +57.5% |
| 5Y | +75.3% | +61.7% | +13.7% | +57.5% |
| All | +228.5% | +217.3% | +11.2% | +233.7% |
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