+155.1%
NEM vs EQH
+102.2%
+52.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.4% |
| 3M | +30.2% | +23.1% | +7.1% | +26.6% |
| 6M | +9.6% | +41.4% | -31.8% | +4.5% |
| YTD | +27.8% | +14.3% | +13.6% | +24.9% |
| 1Y | +60.7% | +1.6% | +59.1% | +59.0% |
| 3Y | +245.3% | +102.7% | +142.6% | +209.7% |
| All | +155.1% | +102.2% | +52.9% | +125.0% |
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 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