+220.5%
EQH vs EFV
+107.4%
+113.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.4% |
| 7D | -1.8% | -2.0% | +0.2% | +1.1% |
| 30D | +2.4% | -0.2% | +2.6% | +2.7% |
| 3M | +26.3% | +9.1% | +17.2% | +11.5% |
| 6M | +35.8% | +11.7% | +24.1% | +15.4% |
| YTD | +12.7% | +17.0% | -4.4% | -11.0% |
| 1Y | +2.5% | +26.7% | -24.3% | -28.2% |
| 3Y | +98.6% | +90.2% | +8.5% | -25.1% |
| 5Y | +101.7% | +96.1% | +5.6% | -26.4% |
| All | +220.5% | +107.4% | +113.1% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling