+777.0%
VST vs EQH
+93.8%
+683.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +5.3% | +1.1% | +4.2% | +4.7% |
| 30D | +5.8% | -1.1% | +6.9% | +6.1% |
| 3M | +3.5% | +25.0% | -21.5% | -7.2% |
| 6M | -7.4% | +33.9% | -41.3% | -20.3% |
| YTD | -6.1% | +11.6% | -17.7% | -12.0% |
| 1Y | -21.6% | +1.5% | -23.1% | -23.6% |
| 3Y | +357.2% | +96.7% | +260.5% | +245.4% |
| 5Y | +777.0% | +93.9% | +683.2% | +541.2% |
| All | +777.0% | +93.8% | +683.2% | +541.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling