+31.0%
VCIT vs EQH
+226.5%
-195.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | 0.0% |
| 7D | +0.1% | +5.4% | -5.3% | -0.1% |
| 30D | -0.8% | +1.0% | -1.8% | -0.8% |
| 3M | -0.5% | +26.7% | -27.3% | -1.4% |
| 6M | -1.4% | +34.4% | -35.8% | -2.5% |
| YTD | -0.8% | +11.5% | -12.3% | -1.3% |
| 1Y | +0.3% | +0.4% | -0.1% | +0.1% |
| 3Y | +19.2% | +96.5% | -77.3% | +15.7% |
| 5Y | +3.6% | +93.4% | -89.8% | +0.2% |
| All | +31.0% | +226.5% | -195.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EQH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling