+155.7%
EXPE vs EQH
+234.7%
-79.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.5% |
| 7D | -5.8% | +0.7% | -6.5% | -6.1% |
| 30D | -13.6% | +2.8% | -16.5% | -15.2% |
| 3M | +25.2% | +23.1% | +2.1% | +8.6% |
| 6M | +22.3% | +41.4% | -19.0% | -4.0% |
| YTD | -0.3% | +14.3% | -14.6% | -10.2% |
| 1Y | +27.8% | +1.6% | +26.2% | +23.6% |
| 3Y | +162.4% | +102.7% | +59.7% | +58.5% |
| 5Y | +95.8% | +104.5% | -8.7% | +15.5% |
| All | +155.7% | +234.7% | -79.0% | +4.4% |
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