+301.1%
VST vs EQH
+127.4%
+173.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +19.2% | +5.1% | +14.0% | +16.1% |
| 30D | -17.2% | +4.7% | -21.9% | -19.2% |
| 3M | -8.1% | +7.2% | -15.4% | -11.9% |
| 6M | -8.1% | +38.9% | -47.0% | -24.2% |
| YTD | -16.3% | +19.2% | -35.4% | -25.1% |
| 1Y | -24.1% | +25.5% | -49.7% | -34.5% |
| All | +301.1% | +127.4% | +173.7% | +180.5% |
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