+72.5%
EWJ vs EQH
+100.2%
-27.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | +0.8% | +2.8% | -2.0% | 0.0% |
| 3M | +7.5% | +23.1% | -15.6% | +1.3% |
| 6M | +15.6% | +41.4% | -25.8% | +4.3% |
| YTD | +22.7% | +14.3% | +8.5% | +17.1% |
| 1Y | +26.4% | +1.6% | +24.8% | +24.5% |
| 3Y | +72.5% | +102.7% | -30.2% | +42.8% |
| All | +72.5% | +100.2% | -27.7% | +42.8% |
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