+155.5%
EMR vs EQH
+234.7%
-79.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +1.9% |
| 7D | -0.4% | +0.7% | -1.1% | -0.8% |
| 30D | -6.8% | +2.8% | -9.6% | -8.2% |
| 3M | +7.5% | +23.1% | -15.6% | -4.0% |
| 6M | +9.9% | +41.4% | -31.5% | -9.5% |
| YTD | +16.0% | +14.3% | +1.7% | +6.4% |
| 1Y | +12.4% | +1.6% | +10.8% | +9.4% |
| 3Y | +60.2% | +102.7% | -42.5% | +6.4% |
| 5Y | +67.9% | +104.5% | -36.7% | +6.3% |
| All | +155.5% | +234.7% | -79.2% | +15.6% |
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