+54.2%
EWZ vs EQH
+82.2%
-28.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.1% |
| 7D | +0.8% | +6.5% | -5.8% | -1.0% |
| 30D | -24.4% | +6.1% | -30.5% | -25.8% |
| 3M | -4.6% | +6.2% | -10.8% | -6.5% |
| 6M | -11.6% | +38.1% | -49.6% | -19.8% |
| YTD | +2.4% | +20.2% | -17.8% | -4.1% |
| 1Y | +2.1% | +27.6% | -25.5% | -6.1% |
| 3Y | +18.7% | +128.8% | -110.1% | -11.9% |
| All | +54.2% | +82.2% | -28.1% | +21.5% |
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