+70.3%
EEM vs EQH
+230.1%
-159.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.4% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | +2.4% | +2.4% | 0.0% | +1.5% |
| 3M | +4.2% | +26.3% | -22.1% | -3.3% |
| 6M | +14.8% | +35.8% | -21.0% | +3.8% |
| YTD | +23.1% | +12.7% | +10.4% | +17.4% |
| 1Y | +32.5% | +2.5% | +30.1% | +29.6% |
| 3Y | +85.9% | +98.6% | -12.7% | +43.5% |
| 5Y | +43.6% | +101.7% | -58.1% | +7.7% |
| All | +70.3% | +230.1% | -159.7% | +2.1% |
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