+220.5%
EQH vs VCLT
+15.7%
+204.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.7% |
| 7D | -1.8% | -1.3% | -0.5% | -1.0% |
| 30D | +2.4% | -1.1% | +3.6% | +3.1% |
| 3M | +26.3% | -3.7% | +30.0% | +29.2% |
| 6M | +35.8% | -4.0% | +39.8% | +39.3% |
| YTD | +12.7% | -3.4% | +16.1% | +15.1% |
| 1Y | +2.5% | -4.1% | +6.6% | +5.2% |
| 3Y | +98.6% | +11.0% | +87.7% | +86.2% |
| 5Y | +101.7% | -17.0% | +118.7% | +120.8% |
| All | +220.5% | +15.7% | +204.7% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling