+39.3%
VZ vs EQX
+232.0%
-192.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +1.2% |
| 7D | +0.9% | -3.2% | +4.1% | +1.0% |
| 30D | +7.7% | +7.8% | 0.0% | +7.4% |
| 3M | +9.7% | +21.3% | -11.7% | +8.9% |
| 6M | +3.1% | -22.4% | +25.5% | +3.7% |
| YTD | +30.5% | -11.3% | +41.8% | +30.2% |
| 1Y | +22.5% | +13.5% | +9.0% | +20.7% |
| 3Y | +82.4% | +162.1% | -79.8% | +70.6% |
| 5Y | +28.0% | +84.2% | -56.2% | +19.2% |
| All | +39.3% | +232.0% | -192.8% | +32.6% |
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 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