+104.2%
EXC vs EQH
+226.5%
-122.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | +1.2% | +5.4% | -4.2% | -0.1% |
| 30D | -2.7% | +1.0% | -3.7% | -3.1% |
| 3M | -1.0% | +26.7% | -27.7% | -7.1% |
| 6M | -9.3% | +34.4% | -43.6% | -16.7% |
| YTD | +3.6% | +11.5% | -7.9% | -0.5% |
| 1Y | +5.9% | +0.4% | +5.5% | +4.2% |
| 3Y | +21.3% | +96.5% | -75.2% | -6.4% |
| 5Y | +46.2% | +93.4% | -47.2% | +9.5% |
| All | +104.2% | +226.5% | -122.3% | +12.1% |
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