+225.0%
EQH vs VYM
+150.7%
+74.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.3% |
| 7D | +0.7% | -0.8% | +1.5% | +2.1% |
| 30D | +2.8% | -2.2% | +5.1% | +7.0% |
| 3M | +23.1% | +3.1% | +20.0% | +17.1% |
| 6M | +41.4% | +9.7% | +31.7% | +21.2% |
| YTD | +14.3% | +14.9% | -0.6% | -9.2% |
| 1Y | +1.6% | +17.6% | -16.0% | -22.4% |
| 3Y | +102.7% | +65.3% | +37.4% | -10.7% |
| 5Y | +104.5% | +78.7% | +25.8% | -18.8% |
| All | +225.0% | +150.7% | +74.3% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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