+581.7%
VST vs EQH
+252.0%
+329.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.5% |
| 7D | +6.6% | +6.5% | 0.0% | +3.9% |
| 30D | -12.4% | +6.1% | -18.5% | -14.6% |
| 3M | -9.0% | +6.2% | -15.2% | -11.6% |
| 6M | -6.4% | +38.1% | -44.5% | -19.0% |
| YTD | -17.2% | +20.2% | -37.4% | -24.7% |
| 1Y | -22.0% | +27.6% | -49.6% | -31.0% |
| 3Y | +296.7% | +128.8% | +167.9% | +180.4% |
| 5Y | +637.6% | +83.1% | +554.4% | +450.8% |
| All | +581.7% | +252.0% | +329.7% | +257.2% |
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 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