-20.3%
VFC vs EQH
+100.2%
-120.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +3.3% |
| 7D | -1.4% | +0.7% | -2.1% | -1.9% |
| 30D | -9.0% | +2.8% | -11.8% | -11.1% |
| 3M | -24.2% | +23.1% | -47.3% | -35.8% |
| 6M | -18.5% | +41.4% | -59.9% | -39.1% |
| YTD | -25.9% | +14.3% | -40.1% | -34.2% |
| 1Y | -13.0% | +1.6% | -14.6% | -15.1% |
| 3Y | -20.3% | +102.7% | -123.0% | -61.8% |
| All | -20.3% | +100.2% | -120.6% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling