+371.9%
VLO vs EQH
+234.7%
+137.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.5% |
| 7D | +5.3% | +0.7% | +4.6% | +4.9% |
| 30D | +18.2% | +2.8% | +15.4% | +16.2% |
| 3M | +53.3% | +23.1% | +30.3% | +35.2% |
| 6M | +70.4% | +41.4% | +29.0% | +36.1% |
| YTD | +143.4% | +14.3% | +129.1% | +117.9% |
| 1Y | +153.0% | +1.6% | +151.4% | +140.7% |
| 3Y | +195.0% | +102.7% | +92.2% | +74.5% |
| 5Y | +618.8% | +104.5% | +514.2% | +299.7% |
| All | +371.9% | +234.7% | +137.2% | +89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling