+154.4%
NEE vs EQH
+234.7%
-80.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -1.3% | +0.7% | -2.1% | -1.5% |
| 30D | -3.3% | +2.8% | -6.2% | -3.9% |
| 3M | -2.3% | +23.1% | -25.3% | -6.6% |
| 6M | -8.9% | +41.4% | -50.3% | -15.7% |
| YTD | +4.8% | +14.3% | -9.5% | +1.0% |
| 1Y | +18.7% | +1.6% | +17.1% | +17.1% |
| 3Y | +33.2% | +102.7% | -69.5% | +8.8% |
| 5Y | +10.9% | +104.5% | -93.7% | -11.5% |
| All | +154.4% | +234.7% | -80.3% | +56.3% |
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