+37.9%
NTR vs EQH
+100.2%
-62.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +16.8% | +2.8% | +13.9% | +16.3% |
| 3M | +20.7% | +23.1% | -2.3% | +17.3% |
| 6M | +0.5% | +41.4% | -40.9% | -4.6% |
| YTD | +29.2% | +14.3% | +14.9% | +27.4% |
| 1Y | +39.6% | +1.6% | +38.0% | +40.9% |
| 3Y | +37.9% | +102.7% | -64.8% | +8.1% |
| All | +37.9% | +100.2% | -62.4% | +8.1% |
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 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