-100.0%
VIVK vs EQH
+12.7%
-112.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.3% | -5.7% | -17.6% | -20.3% |
| 7D | -75.3% | -3.1% | -72.2% | -74.6% |
| 30D | -92.3% | -2.9% | -89.4% | -92.1% |
| 3M | -98.3% | +3.1% | -101.4% | -98.3% |
| 6M | -99.9% | +21.8% | -121.7% | -99.9% |
| YTD | -99.9% | +13.3% | -113.3% | -99.9% |
| 1Y | -100.0% | +20.1% | -120.1% | -100.0% |
| All | -100.0% | +12.7% | -112.7% | -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