+75.0%
EVRG vs EQH
+100.2%
-25.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | -1.2% | +2.8% | -4.1% | -1.4% |
| 3M | -0.6% | +23.1% | -23.7% | -2.2% |
| 6M | +2.4% | +41.4% | -39.0% | -0.6% |
| YTD | +15.5% | +14.3% | +1.2% | +14.3% |
| 1Y | +16.8% | +1.6% | +15.2% | +17.2% |
| 3Y | +75.0% | +102.7% | -27.7% | +47.1% |
| All | +75.0% | +100.2% | -25.2% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling