+107.8%
META vs EQH
+100.4%
+7.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +6.0% | +5.4% | +0.6% | +3.9% |
| 30D | +3.6% | +1.0% | +2.6% | +3.1% |
| 3M | +4.9% | +26.7% | -21.8% | -4.6% |
| 6M | -4.7% | +34.4% | -39.1% | -16.1% |
| YTD | -6.9% | +11.5% | -18.4% | -11.8% |
| 1Y | -18.2% | +0.4% | -18.6% | -19.2% |
| 3Y | +107.8% | +96.5% | +11.2% | +72.8% |
| All | +107.8% | +100.4% | +7.4% | +72.8% |
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