+57.3%
VZ vs EQH
+252.0%
-194.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | +1.5% | +6.5% | -5.1% | +0.6% |
| 30D | +4.4% | +6.1% | -1.7% | +3.5% |
| 3M | -2.4% | +6.2% | -8.6% | -3.2% |
| 6M | +1.4% | +38.1% | -36.6% | -2.8% |
| YTD | +21.4% | +20.2% | +1.2% | +17.9% |
| 1Y | +20.3% | +27.6% | -7.3% | +15.8% |
| 3Y | +57.4% | +128.8% | -71.4% | +35.9% |
| 5Y | +21.9% | +83.1% | -61.2% | +7.4% |
| All | +57.3% | +252.0% | -194.7% | +20.4% |
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