+26.4%
VZ vs EQX
+73.3%
-46.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.5% | +0.7% |
| 7D | -1.2% | -7.0% | +5.8% | -0.9% |
| 30D | +5.7% | +4.8% | +0.9% | +5.4% |
| 3M | +8.2% | +25.6% | -17.4% | +7.1% |
| 6M | +1.7% | -25.8% | +27.6% | +2.8% |
| YTD | +28.9% | -12.7% | +41.6% | +28.5% |
| 1Y | +22.7% | +14.1% | +8.7% | +20.1% |
| 3Y | +82.7% | +165.7% | -83.1% | +65.2% |
| 5Y | +26.4% | +81.2% | -54.8% | +14.9% |
| All | +26.4% | +73.3% | -46.9% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling