+62.5%
EWZ vs EQH
+92.4%
-29.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.1% | +1.1% | -1.2% | -0.4% |
| 30D | +8.2% | -1.1% | +9.3% | +8.4% |
| 3M | +13.3% | +25.0% | -11.7% | +6.0% |
| 6M | +3.6% | +33.9% | -30.3% | -5.3% |
| YTD | +21.0% | +11.6% | +9.4% | +16.0% |
| 1Y | +34.7% | +1.5% | +33.1% | +32.3% |
| 3Y | +48.3% | +96.7% | -48.4% | +15.6% |
| All | +62.5% | +92.4% | -29.9% | +16.2% |
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