+151.7%
VT vs EQH
+226.9%
-75.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -0.1% | +1.1% | -1.2% | -0.5% |
| 30D | -0.7% | -1.1% | +0.4% | -0.4% |
| 3M | +4.0% | +25.0% | -21.0% | -4.1% |
| 6M | +12.3% | +33.9% | -21.6% | +0.6% |
| YTD | +14.0% | +11.6% | +2.4% | +8.3% |
| 1Y | +20.3% | +1.5% | +18.8% | +17.7% |
| 3Y | +75.4% | +96.7% | -21.3% | +32.1% |
| 5Y | +66.0% | +93.9% | -27.9% | +22.9% |
| All | +151.7% | +226.9% | -75.2% | +43.1% |
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