-33.1%
EL vs EQH
+100.2%
-133.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | 0.0% |
| 7D | -6.5% | +0.7% | -7.2% | -6.8% |
| 30D | +11.1% | +2.8% | +8.3% | +9.3% |
| 3M | +10.7% | +23.1% | -12.4% | -1.7% |
| 6M | +6.9% | +41.4% | -34.5% | -12.7% |
| YTD | -6.3% | +14.3% | -20.5% | -14.1% |
| 1Y | +13.5% | +1.6% | +11.9% | +10.8% |
| 3Y | -33.1% | +102.7% | -135.8% | -63.4% |
| All | -33.1% | +100.2% | -133.3% | -63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling