+101.9%
EQH vs EFV
+95.9%
+6.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.1% |
| 7D | +0.7% | -0.8% | +1.5% | +1.7% |
| 30D | +2.8% | +0.6% | +2.2% | +2.1% |
| 3M | +23.1% | +7.5% | +15.6% | +12.8% |
| 6M | +41.4% | +13.0% | +28.4% | +21.6% |
| YTD | +14.3% | +18.3% | -4.1% | -7.5% |
| 1Y | +1.6% | +26.7% | -25.1% | -24.7% |
| 3Y | +102.7% | +89.6% | +13.1% | -11.5% |
| All | +101.9% | +95.9% | +6.0% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling