+152.4%
EMR vs EQH
+226.8%
-74.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.9% | +1.1% | -0.2% | +0.3% |
| 30D | -5.0% | -1.1% | -3.9% | -4.6% |
| 3M | +5.9% | +25.0% | -19.1% | -6.2% |
| 6M | +7.3% | +33.9% | -26.6% | -9.1% |
| YTD | +14.6% | +11.6% | +3.0% | +6.4% |
| 1Y | +15.6% | +1.5% | +14.1% | +12.5% |
| 3Y | +60.2% | +96.7% | -36.5% | +8.0% |
| 5Y | +65.8% | +93.9% | -28.0% | +8.1% |
| All | +152.4% | +226.8% | -74.4% | +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 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