+304.7%
ENTG vs EQH
+234.7%
+70.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.4% |
| 7D | +1.2% | +0.7% | +0.5% | +0.7% |
| 30D | -12.9% | +2.8% | -15.7% | -14.4% |
| 3M | -3.1% | +23.1% | -26.1% | -15.0% |
| 6M | +21.0% | +41.4% | -20.4% | -2.8% |
| YTD | +67.0% | +14.3% | +52.7% | +51.1% |
| 1Y | +68.6% | +1.6% | +67.0% | +63.0% |
| 3Y | +48.6% | +102.7% | -54.1% | -2.3% |
| 5Y | +18.6% | +104.5% | -85.9% | -21.6% |
| All | +304.7% | +234.7% | +70.0% | +99.6% |
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