+230.5%
ELF vs EQH
+92.4%
+138.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -6.8% | +1.1% | -7.9% | -7.2% |
| 30D | +5.1% | -1.1% | +6.2% | +5.3% |
| 3M | +79.8% | +25.0% | +54.8% | +62.3% |
| 6M | +29.7% | +33.9% | -4.2% | +13.3% |
| YTD | +31.6% | +11.6% | +20.0% | +23.8% |
| 1Y | -27.9% | +1.5% | -29.4% | -29.7% |
| 3Y | -26.4% | +96.7% | -123.1% | -46.1% |
| All | +230.5% | +92.4% | +138.1% | +119.3% |
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