+131.1%
VXUS vs EQX
+232.0%
-101.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -1.4% | -3.2% | +1.8% | -1.1% |
| 30D | -0.5% | +7.8% | -8.2% | -1.4% |
| 3M | +2.6% | +21.3% | -18.8% | +0.1% |
| 6M | +10.9% | -22.4% | +33.3% | +12.8% |
| YTD | +16.1% | -11.3% | +27.5% | +16.1% |
| 1Y | +22.3% | +13.5% | +8.8% | +18.8% |
| 3Y | +72.0% | +162.1% | -90.1% | +49.9% |
| 5Y | +54.1% | +84.2% | -30.1% | +33.3% |
| All | +131.1% | +232.0% | -101.0% | +116.9% |
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