+91.7%
ED vs EQH
+226.5%
-134.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.1% |
| 7D | +0.5% | +5.4% | -4.9% | -0.1% |
| 30D | +1.1% | +1.0% | +0.1% | +0.9% |
| 3M | +4.6% | +26.7% | -22.1% | +1.5% |
| 6M | -2.0% | +34.4% | -36.3% | -5.8% |
| YTD | +11.7% | +11.5% | +0.2% | +9.6% |
| 1Y | +15.7% | +0.4% | +15.3% | +15.0% |
| 3Y | +34.4% | +96.5% | -62.2% | +18.0% |
| 5Y | +67.3% | +93.4% | -26.0% | +44.9% |
| All | +91.7% | +226.5% | -134.8% | +37.2% |
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