-34.7%
REPL vs EQH
+100.2%
-134.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.7% |
| 7D | -14.1% | +0.7% | -14.8% | -14.2% |
| 30D | -15.2% | +2.8% | -18.1% | -15.8% |
| 3M | +49.9% | +23.1% | +26.8% | +40.9% |
| 6M | +63.5% | +41.4% | +22.1% | +46.1% |
| YTD | +32.9% | +14.3% | +18.7% | +25.7% |
| 1Y | +115.0% | +1.6% | +113.4% | +109.3% |
| 3Y | -34.7% | +102.7% | -137.4% | -59.6% |
| All | -34.7% | +100.2% | -134.9% | -59.6% |
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 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