+24.8%
EWZ vs EQH
+252.0%
-227.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.0% |
| 7D | +0.8% | +6.5% | -5.8% | -2.0% |
| 30D | -24.4% | +6.1% | -30.5% | -26.6% |
| 3M | -4.6% | +6.2% | -10.8% | -7.6% |
| 6M | -11.6% | +38.1% | -49.6% | -24.0% |
| YTD | +2.4% | +20.2% | -17.8% | -7.5% |
| 1Y | +2.1% | +27.6% | -25.5% | -10.4% |
| 3Y | +18.7% | +128.8% | -110.1% | -25.1% |
| 5Y | +54.2% | +83.1% | -29.0% | +3.5% |
| All | +24.8% | +252.0% | -227.2% | -45.7% |
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