-20.6%
EL vs EQH
+226.9%
-247.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -2.4% | +1.1% | -3.5% | -2.9% |
| 30D | +13.7% | -1.1% | +14.8% | +13.9% |
| 3M | +14.5% | +25.0% | -10.5% | +3.0% |
| 6M | +7.4% | +33.9% | -26.5% | -6.7% |
| YTD | -4.7% | +11.6% | -16.3% | -10.4% |
| 1Y | +12.9% | +1.5% | +11.4% | +10.4% |
| 3Y | -32.2% | +96.7% | -128.9% | -50.8% |
| 5Y | -68.4% | +93.9% | -162.2% | -77.2% |
| All | -20.6% | +226.9% | -247.5% | -56.6% |
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