+5.2%
VUG vs EQH
+18.6%
-13.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +1.2% |
| 7D | -3.0% | +2.8% | -5.8% | -3.6% |
| 30D | -6.4% | +3.9% | -10.4% | -7.2% |
| 3M | -3.2% | +16.3% | -19.5% | -6.5% |
| 6M | +3.1% | +37.1% | -34.0% | -4.2% |
| YTD | +6.3% | +20.2% | -13.9% | -0.4% |
| 1Y | +5.2% | +17.9% | -12.8% | -1.2% |
| All | +5.2% | +18.6% | -13.4% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling