+225.0%
EQH vs VCLT
+15.8%
+209.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.7% | -1.4% | +2.1% | +1.5% |
| 30D | +2.8% | -1.2% | +4.0% | +3.6% |
| 3M | +23.1% | -4.8% | +27.9% | +26.7% |
| 6M | +41.4% | -2.6% | +44.0% | +43.7% |
| YTD | +14.3% | -3.3% | +17.6% | +16.7% |
| 1Y | +1.6% | -4.8% | +6.4% | +4.7% |
| 3Y | +102.7% | +11.5% | +91.2% | +89.4% |
| 5Y | +104.5% | -17.0% | +121.5% | +123.8% |
| All | +225.0% | +15.8% | +209.2% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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