+148.2%
EXPE vs EQH
+226.9%
-78.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -11.5% | +1.1% | -12.6% | -12.2% |
| 30D | -13.1% | -1.1% | -12.0% | -12.6% |
| 3M | +18.1% | +25.0% | -6.9% | +1.5% |
| 6M | +13.3% | +33.9% | -20.6% | -8.0% |
| YTD | -3.2% | +11.6% | -14.8% | -11.5% |
| 1Y | +26.1% | +1.5% | +24.6% | +22.1% |
| 3Y | +151.7% | +96.7% | +55.0% | +55.0% |
| 5Y | +88.3% | +93.9% | -5.5% | +14.9% |
| All | +148.2% | +226.9% | -78.7% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling