+74.5%
META vs EQH
+93.8%
-19.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.5% | +6.5% |
| 7D | +10.3% | +1.1% | +9.2% | +9.7% |
| 30D | +9.9% | -1.1% | +11.0% | +10.4% |
| 3M | +11.9% | +25.0% | -13.1% | -0.5% |
| 6M | +1.2% | +33.9% | -32.7% | -14.1% |
| YTD | -0.8% | +11.6% | -12.4% | -7.8% |
| 1Y | -14.3% | +1.5% | -15.9% | -16.9% |
| 3Y | +121.4% | +96.7% | +24.7% | +41.7% |
| 5Y | +74.5% | +93.9% | -19.4% | +15.4% |
| All | +74.5% | +93.8% | -19.3% | +15.4% |
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