+659.3%
VST vs EQH
+234.7%
+424.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.3% |
| 7D | -0.6% | +0.7% | -1.3% | -0.9% |
| 30D | +1.2% | +2.8% | -1.7% | -0.2% |
| 3M | +1.5% | +23.1% | -21.6% | -7.5% |
| 6M | -6.5% | +41.4% | -47.9% | -20.4% |
| YTD | -7.8% | +14.3% | -22.0% | -14.2% |
| 1Y | -26.9% | +1.6% | -28.5% | -28.9% |
| 3Y | +353.9% | +102.7% | +251.2% | +236.1% |
| 5Y | +782.7% | +104.5% | +678.2% | +532.0% |
| All | +659.3% | +234.7% | +424.6% | +307.1% |
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 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