-35.7%
VG vs EQH
+2.5%
-38.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +3.8% | +1.1% | +2.7% | +3.3% |
| 30D | +7.2% | -1.1% | +8.3% | +7.6% |
| 3M | +22.8% | +25.0% | -2.2% | +10.8% |
| 6M | +33.2% | +33.9% | -0.7% | +13.1% |
| YTD | +124.8% | +11.6% | +113.2% | +117.0% |
| 1Y | +15.8% | +1.5% | +14.3% | +21.7% |
| All | -35.7% | +2.5% | -38.2% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling