-58.7%
REPL vs EQH
+94.3%
-152.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.0% | -9.4% | -8.7% |
| 7D | -13.4% | -1.8% | -11.7% | -13.0% |
| 30D | -3.0% | +2.4% | -5.4% | -3.8% |
| 3M | +56.3% | +26.3% | +30.0% | +42.9% |
| 6M | +60.9% | +35.8% | +25.1% | +41.8% |
| YTD | +36.2% | +12.7% | +23.5% | +27.3% |
| 1Y | +121.0% | +2.5% | +118.6% | +112.4% |
| 3Y | -32.8% | +98.6% | -131.5% | -53.4% |
| 5Y | -58.7% | +101.7% | -160.4% | -72.6% |
| All | -58.7% | +94.3% | -152.9% | -72.6% |
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