+96.5%
VXUS vs EQH
+226.5%
-130.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.2% |
| 7D | +1.6% | +5.4% | -3.8% | -0.1% |
| 30D | +1.0% | +1.0% | 0.0% | +0.5% |
| 3M | +5.7% | +26.7% | -21.1% | -2.2% |
| 6M | +13.6% | +34.4% | -20.8% | +2.7% |
| YTD | +17.4% | +11.5% | +5.9% | +12.2% |
| 1Y | +25.1% | +0.4% | +24.7% | +23.0% |
| 3Y | +75.8% | +96.5% | -20.7% | +35.0% |
| 5Y | +55.4% | +93.4% | -38.0% | +17.1% |
| All | +96.5% | +226.5% | -130.1% | +15.8% |
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