+15.9%
EW vs EQH
+97.5%
-81.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -3.4% | -1.8% | -1.6% | -3.1% |
| 30D | -7.4% | +2.4% | -9.8% | -7.8% |
| 3M | +0.9% | +26.3% | -25.4% | -3.2% |
| 6M | +1.2% | +35.8% | -34.7% | -4.5% |
| YTD | +1.8% | +12.7% | -10.9% | -1.0% |
| 1Y | +10.8% | +2.5% | +8.4% | +9.5% |
| All | +15.9% | +97.5% | -81.6% | -1.6% |
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 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