+187.3%
BN vs EQH
+234.7%
-47.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.3% |
| 7D | -5.2% | +0.7% | -5.9% | -5.6% |
| 30D | -14.5% | +2.8% | -17.3% | -15.9% |
| 3M | -15.0% | +23.1% | -38.1% | -24.9% |
| 6M | -5.4% | +41.4% | -46.8% | -23.2% |
| YTD | -16.4% | +14.3% | -30.7% | -23.6% |
| 1Y | -16.2% | +1.6% | -17.8% | -18.6% |
| 3Y | +67.5% | +102.7% | -35.2% | +9.5% |
| 5Y | +34.1% | +104.5% | -70.4% | -14.1% |
| All | +187.3% | +234.7% | -47.4% | +25.7% |
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