+107.4%
ELV vs EQH
+234.7%
-127.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.8% |
| 7D | +2.8% | +0.7% | +2.0% | +2.6% |
| 30D | +4.9% | +2.8% | +2.1% | +4.0% |
| 3M | +4.9% | +23.1% | -18.2% | -1.8% |
| 6M | +45.1% | +41.4% | +3.7% | +29.1% |
| YTD | +20.7% | +14.3% | +6.4% | +14.5% |
| 1Y | +35.0% | +1.6% | +33.4% | +32.5% |
| 3Y | -2.4% | +102.7% | -105.1% | -27.7% |
| 5Y | +25.5% | +104.5% | -79.1% | -11.0% |
| All | +107.4% | +234.7% | -127.3% | +6.9% |
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