+235.4%
META vs EQH
+232.3%
+3.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | +6.7% | +5.5% | +1.2% | +4.6% |
| 30D | +4.8% | +3.2% | +1.5% | +3.4% |
| 3M | -1.6% | +32.5% | -34.2% | -11.9% |
| 6M | -7.5% | +33.7% | -41.2% | -18.0% |
| YTD | -6.4% | +13.4% | -19.8% | -12.0% |
| 1Y | -17.3% | +0.6% | -17.9% | -19.1% |
| 3Y | +109.9% | +95.1% | +14.8% | +58.2% |
| 5Y | +65.4% | +92.7% | -27.3% | +24.8% |
| All | +235.4% | +232.3% | +3.0% | +97.7% |
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