-29.3%
ELF vs EQH
+97.5%
-126.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.7% |
| 7D | -10.8% | -1.8% | -9.1% | -10.2% |
| 30D | +0.8% | +2.4% | -1.6% | -0.4% |
| 3M | +64.8% | +26.3% | +38.5% | +48.0% |
| 6M | +19.0% | +35.8% | -16.8% | +3.0% |
| YTD | +25.9% | +12.7% | +13.3% | +17.6% |
| 1Y | -28.8% | +2.5% | -31.2% | -30.9% |
| All | -29.3% | +97.5% | -126.8% | -45.9% |
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