+67.5%
BN vs EQH
+100.2%
-32.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.4% |
| 7D | -5.2% | +0.7% | -5.9% | -5.6% |
| 30D | -14.5% | +2.8% | -17.3% | -16.0% |
| 3M | -15.0% | +23.1% | -38.1% | -25.6% |
| 6M | -5.4% | +41.4% | -46.8% | -24.7% |
| YTD | -16.4% | +14.3% | -30.7% | -24.0% |
| 1Y | -16.2% | +1.6% | -17.8% | -18.2% |
| 3Y | +67.5% | +102.7% | -35.2% | +3.0% |
| All | +67.5% | +100.2% | -32.7% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling