+58.1%
EFX vs EQH
+230.1%
-172.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -11.1% | -1.8% | -9.4% | -10.5% |
| 30D | -7.4% | +2.4% | -9.8% | -8.3% |
| 3M | +1.5% | +26.3% | -24.8% | -7.5% |
| 6M | -13.7% | +35.8% | -49.5% | -23.9% |
| YTD | -21.9% | +12.7% | -34.5% | -26.0% |
| 1Y | -30.8% | +2.5% | -33.2% | -32.3% |
| 3Y | -12.4% | +98.6% | -111.0% | -34.1% |
| 5Y | -35.9% | +101.7% | -137.6% | -52.8% |
| All | +58.1% | +230.1% | -172.0% | -8.7% |
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