-100.0%
VIVK vs EQH
+2.5%
-102.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.1% | -11.2% | -11.9% |
| 7D | -1.4% | +5.5% | -6.9% | -3.1% |
| 30D | -43.6% | +3.2% | -46.9% | -44.2% |
| 3M | -95.1% | +32.5% | -127.7% | -95.8% |
| 6M | -98.2% | +33.7% | -131.9% | -98.5% |
| YTD | -97.9% | +13.4% | -111.4% | -98.1% |
| 1Y | -100.0% | +0.6% | -100.5% | -100.0% |
| All | -100.0% | +2.5% | -102.4% | -100.0% |
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