+100.6%
EXC vs EQH
+234.7%
-134.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | -3.6% | +2.8% | -6.5% | -4.4% |
| 3M | -4.3% | +23.1% | -27.3% | -9.5% |
| 6M | -9.9% | +41.4% | -51.3% | -18.3% |
| YTD | +1.8% | +14.3% | -12.5% | -2.9% |
| 1Y | +2.9% | +1.6% | +1.3% | +1.0% |
| 3Y | +19.1% | +102.7% | -83.6% | -8.9% |
| 5Y | +44.8% | +104.5% | -59.7% | +6.6% |
| All | +100.6% | +234.7% | -134.1% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling