+64.4%
VG vs EQH
+27.3%
+37.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.2% | +4.6% |
| 7D | +15.1% | +5.1% | +10.0% | +16.8% |
| 30D | -4.2% | +4.7% | -8.9% | -2.7% |
| 3M | -3.1% | +7.2% | -10.3% | -0.5% |
| 6M | +0.3% | +38.9% | -38.6% | +13.4% |
| YTD | +95.5% | +19.2% | +76.3% | +128.0% |
| 1Y | +64.4% | +25.5% | +38.9% | +88.6% |
| All | +64.4% | +27.3% | +37.1% | +88.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling