-77.6%
VFC vs EQH
+226.9%
-304.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -2.3% | +1.1% | -3.5% | -3.1% |
| 30D | -13.4% | -1.1% | -12.3% | -12.9% |
| 3M | -23.7% | +25.0% | -48.7% | -34.0% |
| 6M | -24.5% | +33.9% | -58.3% | -38.0% |
| YTD | -27.8% | +11.6% | -39.4% | -33.8% |
| 1Y | -13.5% | +1.5% | -15.0% | -16.0% |
| 3Y | -27.1% | +96.7% | -123.8% | -52.0% |
| 5Y | -79.0% | +93.9% | -172.9% | -86.3% |
| All | -77.6% | +226.9% | -304.4% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling