+219.1%
NYT vs EQH
+234.7%
-15.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | +4.6% | +2.8% | +1.7% | +3.6% |
| 3M | -9.6% | +23.1% | -32.7% | -15.2% |
| 6M | -14.0% | +41.4% | -55.4% | -23.0% |
| YTD | -2.8% | +14.3% | -17.1% | -7.8% |
| 1Y | +15.6% | +1.6% | +14.0% | +13.3% |
| 3Y | +56.3% | +102.7% | -46.4% | +20.8% |
| 5Y | +39.5% | +104.5% | -65.0% | +5.6% |
| All | +219.1% | +234.7% | -15.6% | +91.9% |
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