+225.0%
EQH vs VICR
+434.9%
-209.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.7% | -0.7% |
| 7D | +0.7% | +5.0% | -4.2% | -0.4% |
| 30D | +2.8% | -12.5% | +15.3% | +4.8% |
| 3M | +23.1% | -33.6% | +56.7% | +29.4% |
| 6M | +41.4% | +10.7% | +30.7% | +28.4% |
| YTD | +14.3% | +80.6% | -66.3% | -8.2% |
| 1Y | +1.6% | +288.4% | -286.8% | -33.3% |
| 3Y | +102.7% | +213.8% | -111.1% | +28.7% |
| 5Y | +104.5% | +58.8% | +45.7% | +39.2% |
| All | +225.0% | +434.9% | -209.9% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling