+61.6%
EXPD vs EQH
+93.8%
-32.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +1.2% | +1.1% | 0.0% | +0.8% |
| 30D | +5.2% | -1.1% | +6.3% | +5.4% |
| 3M | +13.2% | +25.0% | -11.8% | +5.5% |
| 6M | +30.3% | +33.9% | -3.6% | +18.4% |
| YTD | +27.0% | +11.6% | +15.4% | +21.8% |
| 1Y | +57.3% | +1.5% | +55.8% | +54.9% |
| 3Y | +70.0% | +96.7% | -26.7% | +30.9% |
| 5Y | +61.6% | +93.9% | -32.3% | +24.7% |
| All | +61.6% | +93.8% | -32.2% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling