-76.9%
VFC vs EQH
+234.7%
-311.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +3.5% |
| 7D | -1.4% | +0.7% | -2.1% | -1.8% |
| 30D | -9.0% | +2.8% | -11.8% | -10.7% |
| 3M | -24.2% | +23.1% | -47.3% | -33.8% |
| 6M | -18.5% | +41.4% | -59.9% | -35.5% |
| YTD | -25.9% | +14.3% | -40.1% | -33.0% |
| 1Y | -13.0% | +1.6% | -14.6% | -15.6% |
| 3Y | -20.3% | +102.7% | -123.0% | -48.6% |
| 5Y | -78.1% | +104.5% | -182.6% | -86.1% |
| All | -76.9% | +234.7% | -311.6% | -89.7% |
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