+258.2%
ETR vs EQH
+234.7%
+23.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | -1.8% | +2.8% | -4.6% | -2.5% |
| 3M | -3.6% | +23.1% | -26.7% | -8.6% |
| 6M | +2.6% | +41.4% | -38.8% | -6.5% |
| YTD | +16.0% | +14.3% | +1.8% | +11.0% |
| 1Y | +20.1% | +1.6% | +18.5% | +18.2% |
| 3Y | +143.6% | +102.7% | +40.9% | +94.7% |
| 5Y | +124.4% | +104.5% | +19.8% | +73.7% |
| All | +258.2% | +234.7% | +23.5% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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