+101.9%
EQH vs VSXY
+22.6%
+79.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.9% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +2.8% | -18.7% | +21.5% | +6.2% |
| 3M | +23.1% | -4.0% | +27.1% | +23.0% |
| 6M | +41.4% | +67.5% | -26.1% | +24.7% |
| YTD | +14.3% | +39.7% | -25.4% | +3.7% |
| 1Y | +1.6% | +180.0% | -178.4% | -20.8% |
| 3Y | +102.7% | +337.3% | -234.6% | +28.7% |
| All | +101.9% | +22.6% | +79.2% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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