+664.0%
VST vs EQH
+232.3%
+431.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.0% |
| 7D | +8.9% | +5.5% | +3.4% | +6.4% |
| 30D | +6.2% | +3.2% | +3.0% | +4.6% |
| 3M | -2.7% | +32.5% | -35.3% | -14.1% |
| 6M | -8.4% | +33.7% | -42.1% | -20.0% |
| YTD | -7.2% | +13.4% | -20.6% | -13.4% |
| 1Y | -20.9% | +0.6% | -21.5% | -22.7% |
| 3Y | +384.0% | +95.1% | +288.9% | +263.8% |
| 5Y | +757.1% | +92.7% | +664.4% | +528.6% |
| All | +664.0% | +232.3% | +431.7% | +311.0% |
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