+2,545.5%
VRT vs EQH
+200.7%
+2,344.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.1% | -9.7% | -9.7% |
| 7D | +2.4% | +1.1% | +1.3% | +1.8% |
| 30D | -2.7% | -1.1% | -1.6% | -2.3% |
| 3M | -9.2% | +25.0% | -34.2% | -19.5% |
| 6M | -0.5% | +33.9% | -34.4% | -16.0% |
| YTD | +62.3% | +11.6% | +50.8% | +49.8% |
| 1Y | +109.6% | +1.5% | +108.1% | +101.3% |
| 3Y | +573.1% | +96.7% | +476.4% | +362.8% |
| 5Y | +953.6% | +93.9% | +859.8% | +640.1% |
| All | +2,545.5% | +200.7% | +2,344.9% | +1,255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling