+52.7%
EFA vs EQH
+102.2%
-49.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -1.7% | +2.8% | -4.5% | -2.6% |
| 3M | +3.5% | +23.1% | -19.6% | -3.2% |
| 6M | +9.5% | +41.4% | -31.9% | -2.3% |
| YTD | +12.9% | +14.3% | -1.4% | +7.2% |
| 1Y | +18.2% | +1.6% | +16.6% | +16.2% |
| 3Y | +64.8% | +102.7% | -37.9% | +23.0% |
| All | +52.7% | +102.2% | -49.5% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling