+101.9%
EQH vs EXEL
+180.6%
-78.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.8% |
| 7D | +0.7% | -4.9% | +5.6% | +1.5% |
| 30D | +2.8% | +11.4% | -8.6% | +1.0% |
| 3M | +23.1% | +4.9% | +18.2% | +21.9% |
| 6M | +41.4% | +34.4% | +7.0% | +33.6% |
| YTD | +14.3% | +28.0% | -13.8% | +8.7% |
| 1Y | +1.6% | +43.6% | -42.0% | -5.8% |
| 3Y | +102.7% | +155.2% | -52.5% | +60.8% |
| All | +101.9% | +180.6% | -78.7% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling