+250.4%
META vs EQH
+230.1%
+20.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | +5.5% | -1.8% | +7.3% | +6.2% |
| 30D | +7.6% | +2.4% | +5.1% | +6.5% |
| 3M | +13.0% | +26.3% | -13.3% | +3.1% |
| 6M | -1.3% | +35.8% | -37.1% | -13.0% |
| YTD | -2.2% | +12.7% | -14.9% | -7.8% |
| 1Y | -14.0% | +2.5% | -16.5% | -16.4% |
| 3Y | +118.2% | +98.6% | +19.6% | +63.4% |
| 5Y | +71.7% | +101.7% | -30.1% | +28.0% |
| All | +250.4% | +230.1% | +20.3% | +107.1% |
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