+29.2%
VCIT vs EQH
+252.0%
-222.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -1.4% | +6.5% | -8.0% | -1.6% |
| 30D | +0.6% | +6.1% | -5.5% | +0.4% |
| 3M | -2.2% | +6.2% | -8.5% | -2.5% |
| 6M | -2.3% | +38.1% | -40.4% | -3.5% |
| YTD | -2.2% | +20.2% | -22.4% | -3.0% |
| 1Y | -1.4% | +27.6% | -28.9% | -2.4% |
| 3Y | +18.7% | +128.8% | -110.1% | +14.6% |
| 5Y | +3.6% | +83.1% | -79.6% | +0.4% |
| All | +29.2% | +252.0% | -222.8% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling