+145.1%
VT vs EQH
+252.0%
-106.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +2.4% | +6.5% | -4.2% | +0.2% |
| 30D | -1.5% | +6.1% | -7.6% | -3.5% |
| 3M | -4.1% | +6.2% | -10.4% | -6.3% |
| 6M | +0.6% | +38.1% | -37.5% | -10.6% |
| YTD | +11.0% | +20.2% | -9.1% | +2.7% |
| 1Y | +13.3% | +27.6% | -14.2% | +2.6% |
| 3Y | +73.4% | +128.8% | -55.4% | +24.1% |
| 5Y | +57.4% | +83.1% | -25.7% | +18.9% |
| All | +145.1% | +252.0% | -106.9% | +35.7% |
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