+66.9%
VZ vs EQH
+230.1%
-163.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -1.2% | -1.8% | +0.5% | -1.0% |
| 30D | +5.7% | +2.4% | +3.3% | +5.4% |
| 3M | +8.2% | +26.3% | -18.1% | +5.0% |
| 6M | +1.7% | +35.8% | -34.1% | -2.5% |
| YTD | +28.9% | +12.7% | +16.2% | +26.3% |
| 1Y | +22.7% | +2.5% | +20.3% | +21.7% |
| 3Y | +82.7% | +98.6% | -15.9% | +60.9% |
| 5Y | +26.4% | +101.7% | -75.3% | +9.5% |
| All | +66.9% | +230.1% | -163.1% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling