+101.7%
EQH vs ESTC
-49.0%
+150.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.6% |
| 7D | -1.8% | -13.2% | +11.4% | +0.8% |
| 30D | +2.4% | +9.3% | -6.9% | +0.1% |
| 3M | +26.3% | +37.3% | -11.0% | +17.8% |
| 6M | +35.8% | +61.0% | -25.2% | +22.1% |
| YTD | +12.7% | +10.7% | +2.0% | +8.2% |
| 1Y | +2.5% | -7.2% | +9.6% | +1.0% |
| 3Y | +98.6% | +7.2% | +91.5% | +82.1% |
| 5Y | +101.7% | -47.7% | +149.4% | +82.7% |
| All | +101.7% | -49.0% | +150.7% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling