+91.4%
EXPE vs EQH
+102.2%
-10.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.3% |
| 3M | +25.2% | +23.1% | +2.1% | +8.2% |
| 6M | +22.3% | +41.4% | -19.0% | -4.9% |
| YTD | -0.3% | +14.3% | -14.6% | -10.3% |
| 1Y | +27.8% | +1.6% | +26.2% | +24.0% |
| 3Y | +162.4% | +102.7% | +59.7% | +52.1% |
| All | +91.4% | +102.2% | -10.9% | +10.4% |
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 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