+1,449.6%
NET vs EQH
+192.7%
+1,256.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -7.0% | +5.5% | -12.5% | -9.0% |
| 30D | -4.8% | +3.2% | -8.0% | -6.0% |
| 3M | +3.8% | +32.5% | -28.7% | -7.7% |
| 6M | +50.0% | +33.7% | +16.3% | +32.8% |
| YTD | +41.5% | +13.4% | +28.0% | +33.5% |
| 1Y | +32.8% | +0.6% | +32.3% | +30.9% |
| 3Y | +335.9% | +95.1% | +240.7% | +243.7% |
| 5Y | +113.8% | +92.7% | +21.2% | +70.0% |
| All | +1,449.6% | +192.7% | +1,256.9% | +1,193.7% |
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