+327.1%
NET vs EQH
+95.5%
+231.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.3% |
| 7D | -7.0% | +5.5% | -12.5% | -10.2% |
| 30D | -4.8% | +3.2% | -8.0% | -6.8% |
| 3M | +3.8% | +32.5% | -28.7% | -14.8% |
| 6M | +50.0% | +33.7% | +16.3% | +21.6% |
| YTD | +41.5% | +13.4% | +28.0% | +28.2% |
| 1Y | +32.8% | +0.6% | +32.3% | +30.3% |
| All | +327.1% | +95.5% | +231.5% | +123.2% |
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