+19.3%
VMC vs EQH
+100.2%
-80.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.4% |
| 7D | -3.8% | +0.7% | -4.5% | -4.0% |
| 30D | -9.7% | +2.8% | -12.5% | -10.5% |
| 3M | -9.6% | +23.1% | -32.7% | -15.3% |
| 6M | -4.8% | +41.4% | -46.2% | -14.9% |
| YTD | -10.9% | +14.3% | -25.1% | -15.2% |
| 1Y | -15.6% | +1.6% | -17.2% | -16.7% |
| 3Y | +19.3% | +102.7% | -83.4% | -2.4% |
| All | +19.3% | +100.2% | -80.9% | -2.4% |
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