+148.9%
NSC vs EQH
+234.7%
-85.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.5% |
| 7D | -2.8% | +0.7% | -3.5% | -3.1% |
| 30D | -4.5% | +2.8% | -7.3% | -5.9% |
| 3M | +3.5% | +23.1% | -19.5% | -6.0% |
| 6M | +8.5% | +41.4% | -32.9% | -8.1% |
| YTD | +12.3% | +14.3% | -1.9% | +3.7% |
| 1Y | +18.9% | +1.6% | +17.3% | +15.2% |
| 3Y | +74.1% | +102.7% | -28.6% | +19.1% |
| 5Y | +43.9% | +104.5% | -60.6% | -5.8% |
| All | +148.9% | +234.7% | -85.8% | +15.1% |
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