+19.7%
BROS vs EQH
+105.4%
-85.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.2% |
| 7D | -5.8% | +0.7% | -6.5% | -6.2% |
| 30D | -14.0% | +2.8% | -16.8% | -15.5% |
| 3M | -32.5% | +23.1% | -55.6% | -41.0% |
| 6M | -14.9% | +41.4% | -56.3% | -32.3% |
| YTD | -28.3% | +14.3% | -42.6% | -35.1% |
| 1Y | -34.0% | +1.6% | -35.6% | -36.1% |
| 3Y | +63.0% | +102.7% | -39.8% | -3.8% |
| All | +19.7% | +105.4% | -85.8% | -4.9% |
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