-29.3%
EW vs EQH
+102.2%
-131.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.1% |
| 7D | -6.2% | +0.7% | -6.9% | -6.3% |
| 30D | -9.3% | +2.8% | -12.2% | -10.0% |
| 3M | -1.6% | +23.1% | -24.7% | -6.9% |
| 6M | -0.8% | +41.4% | -42.2% | -9.8% |
| YTD | -1.0% | +14.3% | -15.3% | -5.2% |
| 1Y | +8.2% | +1.6% | +6.6% | +6.6% |
| 3Y | +12.7% | +102.7% | -90.0% | -13.3% |
| All | -29.3% | +102.2% | -131.5% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling