+25.3%
VZ vs EQH
+93.8%
-68.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -1.0% | +1.1% | -2.1% | -1.1% |
| 30D | +5.8% | -1.1% | +6.9% | +5.8% |
| 3M | +10.5% | +25.0% | -14.5% | +8.3% |
| 6M | +1.8% | +33.9% | -32.1% | -1.0% |
| YTD | +28.3% | +11.6% | +16.7% | +26.7% |
| 1Y | +22.0% | +1.5% | +20.4% | +21.6% |
| 3Y | +81.8% | +96.7% | -14.9% | +60.9% |
| 5Y | +25.3% | +93.9% | -68.5% | +9.3% |
| All | +25.3% | +93.8% | -68.5% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling