+275.6%
VUG vs EQH
+226.9%
+48.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | -1.7% | -1.1% | -0.6% | -1.4% |
| 3M | +2.8% | +25.0% | -22.2% | -5.4% |
| 6M | +13.6% | +33.9% | -20.3% | +1.4% |
| YTD | +8.1% | +11.6% | -3.5% | +2.6% |
| 1Y | +13.1% | +1.5% | +11.6% | +10.5% |
| 3Y | +87.0% | +96.7% | -9.7% | +41.4% |
| 5Y | +76.0% | +93.9% | -17.9% | +31.9% |
| All | +275.6% | +226.9% | +48.7% | +116.0% |
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