+192.1%
EXPD vs EQH
+230.1%
-37.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.2% |
| 7D | +1.2% | -1.8% | +2.9% | +1.7% |
| 30D | +6.8% | +2.4% | +4.4% | +5.9% |
| 3M | +14.9% | +26.3% | -11.4% | +6.6% |
| 6M | +34.6% | +35.8% | -1.2% | +21.5% |
| YTD | +27.7% | +12.7% | +15.0% | +21.8% |
| 1Y | +57.7% | +2.5% | +55.2% | +54.4% |
| 3Y | +70.9% | +98.6% | -27.7% | +32.6% |
| 5Y | +59.5% | +101.7% | -42.2% | +20.6% |
| All | +192.1% | +230.1% | -37.9% | +72.5% |
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