-68.5%
EL vs EQH
+102.2%
-170.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | -0.1% |
| 7D | -6.5% | +0.7% | -7.2% | -6.9% |
| 30D | +11.1% | +2.8% | +8.3% | +9.2% |
| 3M | +10.7% | +23.1% | -12.4% | -1.9% |
| 6M | +6.9% | +41.4% | -34.5% | -12.8% |
| YTD | -6.3% | +14.3% | -20.5% | -14.2% |
| 1Y | +13.5% | +1.6% | +11.9% | +10.4% |
| 3Y | -33.1% | +102.7% | -135.8% | -57.1% |
| All | -68.5% | +102.2% | -170.7% | -80.3% |
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