+201.1%
EQH vs ESTC
+19.1%
+181.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.7% | -9.2% | +9.9% | +2.7% |
| 30D | +2.8% | +8.1% | -5.2% | +0.4% |
| 3M | +23.1% | +38.5% | -15.4% | +13.5% |
| 6M | +41.4% | +57.8% | -16.4% | +25.9% |
| YTD | +14.3% | +10.5% | +3.7% | +9.2% |
| 1Y | +1.6% | -6.4% | +8.0% | -0.2% |
| 3Y | +102.7% | +4.7% | +98.1% | +83.5% |
| 5Y | +104.5% | -47.8% | +152.3% | +101.3% |
| All | +201.1% | +19.1% | +181.9% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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