-81.0%
QID vs EQH
+102.2%
-183.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -0.7% |
| 7D | +1.3% | +0.7% | +0.6% | +1.8% |
| 30D | +2.9% | +2.8% | +0.1% | +5.5% |
| 3M | -0.7% | +23.1% | -23.8% | +17.8% |
| 6M | -29.7% | +41.4% | -71.1% | -4.9% |
| YTD | -27.9% | +14.3% | -42.1% | -17.4% |
| 1Y | -34.6% | +1.6% | -36.2% | -32.0% |
| 3Y | -73.5% | +102.7% | -176.2% | -40.7% |
| All | -81.0% | +102.2% | -183.3% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling