+108.3%
ELV vs EQH
+234.7%
-126.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | +5.4% | +2.8% | +2.5% | +4.4% |
| 3M | +5.4% | +23.1% | -17.7% | -1.4% |
| 6M | +45.7% | +41.4% | +4.3% | +29.7% |
| YTD | +21.2% | +14.3% | +6.9% | +14.9% |
| 1Y | +35.6% | +1.6% | +34.0% | +33.0% |
| 3Y | -2.0% | +102.7% | -104.7% | -27.4% |
| 5Y | +26.0% | +104.5% | -78.5% | -10.6% |
| All | +108.3% | +234.7% | -126.3% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling