+62.5%
VWO vs EQH
+100.2%
-37.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | -0.1% | +2.8% | -2.9% | -0.7% |
| 3M | +2.2% | +23.1% | -20.8% | -2.2% |
| 6M | +8.8% | +41.4% | -32.6% | +0.8% |
| YTD | +12.4% | +14.3% | -1.9% | +8.4% |
| 1Y | +15.6% | +1.6% | +14.0% | +14.1% |
| 3Y | +62.5% | +102.7% | -40.2% | +34.9% |
| All | +62.5% | +100.2% | -37.7% | +34.9% |
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