+441.3%
ELF vs EQH
+226.5%
+214.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.1% |
| 7D | -1.2% | +5.4% | -6.6% | -3.5% |
| 30D | +5.9% | +1.0% | +4.9% | +5.1% |
| 3M | +99.5% | +26.7% | +72.8% | +77.8% |
| 6M | +26.5% | +34.4% | -7.8% | +9.3% |
| YTD | +37.2% | +11.5% | +25.7% | +28.6% |
| 1Y | -24.4% | +0.4% | -24.8% | -25.9% |
| 3Y | -23.3% | +96.5% | -119.8% | -46.0% |
| 5Y | +245.2% | +93.4% | +151.8% | +136.6% |
| All | +441.3% | +226.5% | +214.8% | +181.9% |
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 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