+186.0%
BN vs EQH
+230.1%
-44.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.8% |
| 7D | -5.9% | -1.8% | -4.1% | -4.9% |
| 30D | -15.1% | +2.4% | -17.5% | -16.3% |
| 3M | -14.6% | +26.3% | -40.9% | -25.6% |
| 6M | -8.4% | +35.8% | -44.2% | -23.9% |
| YTD | -16.8% | +12.7% | -29.5% | -23.3% |
| 1Y | -14.4% | +2.5% | -16.8% | -17.2% |
| 3Y | +70.1% | +98.6% | -28.5% | +12.5% |
| 5Y | +33.5% | +101.7% | -68.2% | -13.8% |
| All | +186.0% | +230.1% | -44.0% | +26.1% |
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