+535.3%
VRT vs EQH
+97.5%
+437.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -6.1% |
| 7D | -7.7% | -1.8% | -5.9% | -6.9% |
| 30D | -12.0% | +2.4% | -14.4% | -13.2% |
| 3M | -11.7% | +26.3% | -38.0% | -22.8% |
| 6M | -8.1% | +35.8% | -43.9% | -24.0% |
| YTD | +53.2% | +12.7% | +40.6% | +40.9% |
| 1Y | +81.7% | +2.5% | +79.2% | +76.2% |
| All | +535.3% | +97.5% | +437.8% | +371.1% |
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