-34.8%
VG vs EQH
+3.5%
-38.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | +7.0% | -1.8% | +8.8% | +7.7% |
| 30D | +17.2% | +2.4% | +14.8% | +16.0% |
| 3M | +16.8% | +26.3% | -9.5% | +5.0% |
| 6M | +36.3% | +35.8% | +0.5% | +15.0% |
| YTD | +127.9% | +12.7% | +115.2% | +119.2% |
| 1Y | +11.7% | +2.5% | +9.3% | +17.1% |
| All | -34.8% | +3.5% | -38.3% | -30.9% |
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