+220.5%
EQH vs VIG
+174.5%
+45.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.7% |
| 7D | -1.8% | -2.2% | +0.5% | +1.9% |
| 30D | +2.4% | -3.2% | +5.7% | +8.0% |
| 3M | +26.3% | +3.0% | +23.3% | +20.6% |
| 6M | +35.8% | +8.1% | +27.7% | +20.3% |
| YTD | +12.7% | +9.1% | +3.6% | -1.3% |
| 1Y | +2.5% | +12.6% | -10.1% | -14.7% |
| 3Y | +98.6% | +55.4% | +43.3% | +1.1% |
| 5Y | +101.7% | +62.8% | +38.9% | -3.1% |
| All | +220.5% | +174.5% | +45.9% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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