+2,486.9%
VRT vs EQH
+207.9%
+2,279.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +2.9% |
| 7D | -8.4% | +0.7% | -9.1% | -8.8% |
| 30D | -10.9% | +2.8% | -13.7% | -12.3% |
| 3M | -13.7% | +23.1% | -36.8% | -23.0% |
| 6M | -4.1% | +41.4% | -45.5% | -21.4% |
| YTD | +58.7% | +14.3% | +44.5% | +44.7% |
| 1Y | +89.6% | +1.6% | +88.0% | +82.2% |
| 3Y | +558.1% | +102.7% | +455.4% | +345.6% |
| 5Y | +953.0% | +104.5% | +848.4% | +622.4% |
| All | +2,486.9% | +207.9% | +2,279.0% | +1,209.6% |
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 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