+101.9%
EQH vs VICR
+57.6%
+44.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.7% | 0.0% |
| 7D | +0.7% | +5.0% | -4.2% | 0.0% |
| 30D | +2.8% | -12.5% | +15.3% | +4.2% |
| 3M | +23.1% | -33.6% | +56.7% | +27.3% |
| 6M | +41.4% | +10.7% | +30.7% | +32.3% |
| YTD | +14.3% | +80.6% | -66.3% | -1.7% |
| 1Y | +1.6% | +288.4% | -286.8% | -24.1% |
| 3Y | +102.7% | +213.8% | -111.1% | +48.3% |
| All | +101.9% | +57.6% | +44.2% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling