+77.2%
EXPD vs EQH
+129.3%
-52.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.7% |
| 7D | +5.5% | +6.5% | -1.0% | +3.9% |
| 30D | -0.8% | +6.1% | -6.9% | -2.2% |
| 3M | +4.1% | +6.2% | -2.1% | +2.5% |
| 6M | +25.7% | +38.1% | -12.4% | +15.6% |
| YTD | +31.4% | +20.2% | +11.2% | +25.0% |
| 1Y | +42.2% | +27.6% | +14.6% | +33.1% |
| 3Y | +77.2% | +128.8% | -51.6% | +37.0% |
| All | +77.2% | +129.3% | -52.1% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling