+294.5%
NEM vs EQH
+230.1%
+64.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | -3.3% | -1.8% | -1.5% | -3.1% |
| 30D | +7.8% | +2.4% | +5.4% | +7.5% |
| 3M | +36.3% | +26.3% | +10.0% | +32.7% |
| 6M | +6.6% | +35.8% | -29.3% | +2.7% |
| YTD | +27.1% | +12.7% | +14.5% | +24.9% |
| 1Y | +62.3% | +2.5% | +59.9% | +60.9% |
| 3Y | +245.1% | +98.6% | +146.4% | +216.0% |
| 5Y | +154.0% | +101.7% | +52.3% | +130.2% |
| All | +294.5% | +230.1% | +64.5% | +213.3% |
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 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