-100.0%
VIVK vs EQH
+100.2%
-200.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.4% | -8.8% | -7.8% |
| 7D | -4.4% | +0.7% | -5.1% | -4.6% |
| 30D | -40.8% | +2.8% | -43.6% | -41.3% |
| 3M | -94.1% | +23.1% | -117.2% | -94.5% |
| 6M | -98.2% | +41.4% | -139.6% | -98.4% |
| YTD | -98.0% | +14.3% | -112.3% | -98.1% |
| 1Y | -100.0% | +1.6% | -101.6% | -100.0% |
| 3Y | -100.0% | +102.7% | -202.7% | -100.0% |
| All | -100.0% | +100.2% | -200.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling