+87.1%
VTRS vs EQX
+168.9%
-81.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -2.2% | -3.2% | +1.0% | -2.0% |
| 30D | +3.3% | +7.8% | -4.4% | +2.7% |
| 3M | +2.0% | +21.3% | -19.4% | +0.3% |
| 6M | +19.9% | -22.4% | +42.4% | +21.5% |
| YTD | +35.7% | -11.3% | +47.0% | +36.2% |
| 1Y | +68.1% | +13.5% | +54.6% | +65.9% |
| 3Y | +87.1% | +162.1% | -75.1% | +69.0% |
| All | +87.1% | +168.9% | -81.8% | +69.0% |
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 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