+153.0%
VLO vs EQH
+3.9%
+149.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.4% |
| 7D | +5.3% | +0.7% | +4.6% | +5.4% |
| 30D | +18.2% | +2.8% | +15.4% | +18.4% |
| 3M | +53.3% | +23.1% | +30.3% | +55.6% |
| 6M | +70.4% | +41.4% | +29.0% | +73.8% |
| YTD | +143.4% | +14.3% | +129.1% | +154.2% |
| 1Y | +153.0% | +1.6% | +151.4% | +163.1% |
| All | +153.0% | +3.9% | +149.1% | +163.1% |
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