+15.6%
EWJ vs EQH
+38.6%
-23.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.9% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | +0.8% | +2.8% | -2.0% | +0.1% |
| 3M | +7.5% | +23.1% | -15.6% | +2.0% |
| 6M | +15.6% | +41.4% | -25.8% | +4.6% |
| All | +15.6% | +38.6% | -23.0% | +4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling