+102.4%
EQH vs VSXY
+37.5%
+64.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.1% |
| 3M | +23.1% | -4.0% | +27.1% | +23.0% |
| 6M | +41.4% | +67.5% | -26.1% | +25.4% |
| YTD | +14.3% | +39.7% | -25.4% | +4.1% |
| 1Y | +1.6% | +180.0% | -178.4% | -19.7% |
| 3Y | +102.7% | +337.3% | -234.6% | +33.2% |
| 5Y | +104.5% | +22.7% | +81.9% | +68.5% |
| All | +102.4% | +37.5% | +64.8% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling