+949.4%
EME vs EQH
+234.7%
+714.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.7% |
| 7D | +3.5% | +0.7% | +2.8% | +3.2% |
| 30D | -6.3% | +2.8% | -9.2% | -7.7% |
| 3M | -3.8% | +23.1% | -26.8% | -13.4% |
| 6M | +8.5% | +41.4% | -32.9% | -9.4% |
| YTD | +27.8% | +14.3% | +13.5% | +17.4% |
| 1Y | +22.2% | +1.6% | +20.6% | +18.0% |
| 3Y | +253.5% | +102.7% | +150.8% | +139.1% |
| 5Y | +578.6% | +104.5% | +474.1% | +341.2% |
| All | +949.4% | +234.7% | +714.7% | +429.4% |
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 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