+109.6%
EVRG vs EQH
+234.7%
-125.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -1.2% | +2.8% | -4.1% | -1.9% |
| 3M | -0.6% | +23.1% | -23.7% | -5.5% |
| 6M | +2.4% | +41.4% | -39.0% | -6.2% |
| YTD | +15.5% | +14.3% | +1.2% | +10.7% |
| 1Y | +16.8% | +1.6% | +15.2% | +15.0% |
| 3Y | +75.0% | +102.7% | -27.7% | +39.3% |
| 5Y | +49.3% | +104.5% | -55.2% | +15.1% |
| All | +109.6% | +234.7% | -125.1% | +21.6% |
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