+195.0%
VLO vs EQH
+100.2%
+94.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +5.3% | +0.7% | +4.6% | +5.1% |
| 30D | +18.2% | +2.8% | +15.4% | +17.3% |
| 3M | +53.3% | +23.1% | +30.3% | +44.6% |
| 6M | +70.4% | +41.4% | +29.0% | +52.7% |
| YTD | +143.4% | +14.3% | +129.1% | +134.6% |
| 1Y | +153.0% | +1.6% | +151.4% | +154.6% |
| 3Y | +195.0% | +102.7% | +92.2% | +139.1% |
| All | +195.0% | +100.2% | +94.7% | +139.1% |
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 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