+85.6%
VSH vs EQH
+234.7%
-149.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.4% | +4.7% | +5.3% |
| 7D | +4.8% | +0.7% | +4.0% | +4.4% |
| 30D | -0.7% | +2.8% | -3.5% | -2.5% |
| 3M | -43.1% | +23.1% | -66.1% | -50.5% |
| 6M | +91.8% | +41.4% | +50.4% | +52.3% |
| YTD | +131.6% | +14.3% | +117.4% | +107.4% |
| 1Y | +118.1% | +1.6% | +116.5% | +109.3% |
| 3Y | +40.9% | +102.7% | -61.8% | -9.5% |
| 5Y | +75.8% | +104.5% | -28.8% | +8.1% |
| All | +85.6% | +234.7% | -149.0% | -16.4% |
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