+46.7%
EWZ vs EQH
+232.3%
-185.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | +6.5% | +5.5% | +1.0% | +4.0% |
| 30D | +4.8% | +3.2% | +1.6% | +3.2% |
| 3M | +9.9% | +32.5% | -22.7% | -3.4% |
| 6M | +1.9% | +33.7% | -31.8% | -11.3% |
| YTD | +20.3% | +13.4% | +6.9% | +11.9% |
| 1Y | +35.6% | +0.6% | +35.0% | +32.3% |
| 3Y | +43.4% | +95.1% | -51.7% | -2.4% |
| 5Y | +55.9% | +92.7% | -36.7% | +1.3% |
| All | +46.7% | +232.3% | -185.6% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling