+33.2%
NEE vs EQH
+100.2%
-67.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -1.3% | +0.7% | -2.1% | -1.4% |
| 30D | -3.3% | +2.8% | -6.2% | -3.6% |
| 3M | -2.3% | +23.1% | -25.3% | -4.3% |
| 6M | -8.9% | +41.4% | -50.3% | -12.2% |
| YTD | +4.8% | +14.3% | -9.5% | +3.3% |
| 1Y | +18.7% | +1.6% | +17.1% | +18.9% |
| 3Y | +33.2% | +102.7% | -69.5% | +1.0% |
| All | +33.2% | +100.2% | -67.0% | +1.0% |
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