+102.7%
EQH vs VICR
+209.3%
-106.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.7% | +0.3% |
| 7D | +0.7% | +5.0% | -4.2% | +0.1% |
| 30D | +2.8% | -12.5% | +15.3% | +3.9% |
| 3M | +23.1% | -33.6% | +56.7% | +26.5% |
| 6M | +41.4% | +10.7% | +30.7% | +32.4% |
| YTD | +14.3% | +80.6% | -66.3% | -1.2% |
| 1Y | +1.6% | +288.4% | -286.8% | -23.6% |
| 3Y | +102.7% | +213.8% | -111.1% | +55.5% |
| All | +102.7% | +209.3% | -106.6% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 3y: compounded portfolio wealth divided by compounded VICR 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…
3y analysis · Full analysis span regression · 6 months rolling