+313.0%
VUG vs EQX
+232.0%
+81.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | -0.5% | -3.2% | +2.7% | -0.2% |
| 30D | -1.0% | +7.8% | -8.7% | -1.7% |
| 3M | +3.5% | +21.3% | -17.8% | +1.4% |
| 6M | +14.2% | -22.4% | +36.6% | +15.8% |
| YTD | +8.5% | -11.3% | +19.8% | +8.3% |
| 1Y | +12.9% | +13.5% | -0.6% | +10.0% |
| 3Y | +85.6% | +162.1% | -76.5% | +64.5% |
| 5Y | +78.1% | +84.2% | -6.1% | +56.3% |
| All | +313.0% | +232.0% | +81.0% | +326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling