+162.4%
EXPE vs EQH
+100.2%
+62.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.6% |
| 7D | -5.8% | +0.7% | -6.5% | -6.1% |
| 30D | -13.6% | +2.8% | -16.5% | -15.1% |
| 3M | +25.2% | +23.1% | +2.1% | +9.4% |
| 6M | +22.3% | +41.4% | -19.0% | -3.4% |
| YTD | -0.3% | +14.3% | -14.6% | -9.3% |
| 1Y | +27.8% | +1.6% | +26.2% | +25.1% |
| 3Y | +162.4% | +102.7% | +59.7% | +53.4% |
| All | +162.4% | +100.2% | +62.2% | +53.4% |
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 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