+225.0%
EQH vs EXEL
+185.7%
+39.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.9% |
| 7D | +0.7% | -4.9% | +5.6% | +1.9% |
| 30D | +2.8% | +11.4% | -8.6% | +0.2% |
| 3M | +23.1% | +4.9% | +18.2% | +21.3% |
| 6M | +41.4% | +34.4% | +7.0% | +30.8% |
| YTD | +14.3% | +28.0% | -13.8% | +6.6% |
| 1Y | +1.6% | +43.6% | -42.0% | -8.5% |
| 3Y | +102.7% | +155.2% | -52.5% | +51.2% |
| 5Y | +104.5% | +181.2% | -76.6% | +44.7% |
| All | +225.0% | +185.7% | +39.2% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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