+245.3%
NEM vs EQH
+100.2%
+145.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | +7.8% | +2.8% | +5.0% | +7.2% |
| 3M | +30.2% | +23.1% | +7.1% | +25.2% |
| 6M | +9.6% | +41.4% | -31.8% | +2.5% |
| YTD | +27.8% | +14.3% | +13.6% | +23.8% |
| 1Y | +60.7% | +1.6% | +59.1% | +58.7% |
| 3Y | +245.3% | +102.7% | +142.6% | +154.1% |
| All | +245.3% | +100.2% | +145.1% | +154.1% |
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