+69.1%
EOG vs EQH
+234.7%
-165.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | +1.5% | +0.7% | +0.8% | +1.1% |
| 30D | +2.9% | +2.8% | +0.1% | +1.2% |
| 3M | +8.7% | +23.1% | -14.4% | -3.3% |
| 6M | +12.9% | +41.4% | -28.5% | -8.1% |
| YTD | +43.8% | +14.3% | +29.6% | +29.6% |
| 1Y | +27.1% | +1.6% | +25.5% | +21.1% |
| 3Y | +25.9% | +102.7% | -76.8% | -23.2% |
| 5Y | +177.9% | +104.5% | +73.4% | +59.6% |
| All | +69.1% | +234.7% | -165.6% | -26.9% |
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 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