+47.8%
VMC vs EQH
+102.2%
-54.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.3% |
| 7D | -3.8% | +0.7% | -4.5% | -4.0% |
| 30D | -9.7% | +2.8% | -12.5% | -10.7% |
| 3M | -9.6% | +23.1% | -32.7% | -16.6% |
| 6M | -4.8% | +41.4% | -46.2% | -17.2% |
| YTD | -10.9% | +14.3% | -25.1% | -16.3% |
| 1Y | -15.6% | +1.6% | -17.2% | -17.2% |
| 3Y | +19.3% | +102.7% | -83.4% | -15.4% |
| All | +47.8% | +102.2% | -54.4% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling