+13.2%
VSAT vs EQH
+226.9%
-213.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | +3.5% | +1.1% | +2.4% | +2.6% |
| 30D | -14.7% | -1.1% | -13.6% | -14.3% |
| 3M | +13.2% | +25.0% | -11.8% | -3.0% |
| 6M | +57.4% | +33.9% | +23.5% | +27.6% |
| YTD | +110.0% | +11.6% | +98.4% | +92.0% |
| 1Y | +134.4% | +1.5% | +132.9% | +127.7% |
| 3Y | +203.5% | +96.7% | +106.8% | +91.2% |
| 5Y | +47.1% | +93.9% | -46.7% | -9.7% |
| All | +13.2% | +226.9% | -213.7% | -57.6% |
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 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