+87.1%
VTRS vs EQH
+100.2%
-13.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -2.2% | +0.7% | -2.9% | -2.4% |
| 30D | +3.3% | +2.8% | +0.5% | +2.5% |
| 3M | +2.0% | +23.1% | -21.1% | -3.9% |
| 6M | +19.9% | +41.4% | -21.5% | +8.3% |
| YTD | +35.7% | +14.3% | +21.5% | +29.4% |
| 1Y | +68.1% | +1.6% | +66.5% | +65.5% |
| 3Y | +87.1% | +102.7% | -15.6% | +38.4% |
| All | +87.1% | +100.2% | -13.1% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling