+88.5%
ED vs EQH
+234.7%
-146.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -0.4% | +2.8% | -3.2% | -0.8% |
| 3M | +0.5% | +23.1% | -22.6% | -2.2% |
| 6M | -3.1% | +41.4% | -44.5% | -7.5% |
| YTD | +9.8% | +14.3% | -4.4% | +7.5% |
| 1Y | +12.6% | +1.6% | +11.0% | +11.8% |
| 3Y | +31.4% | +102.7% | -71.3% | +15.0% |
| 5Y | +69.4% | +104.5% | -35.1% | +45.5% |
| All | +88.5% | +234.7% | -146.2% | +34.5% |
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