+134.8%
NFLX vs EQH
+234.7%
-99.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.5% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | +4.3% | +2.8% | +1.5% | +3.6% |
| 3M | -4.8% | +23.1% | -27.8% | -9.6% |
| 6M | -18.4% | +41.4% | -59.8% | -25.4% |
| YTD | -17.4% | +14.3% | -31.7% | -20.7% |
| 1Y | -35.7% | +1.6% | -37.3% | -36.6% |
| 3Y | +73.8% | +102.7% | -28.9% | +42.5% |
| 5Y | +29.3% | +104.5% | -75.3% | +5.6% |
| All | +134.8% | +234.7% | -99.9% | +66.7% |
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