-2.6%
REPL vs EQH
+207.1%
-209.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | -5.7% | +5.4% | -11.2% | -7.8% |
| 30D | +22.5% | +1.0% | +21.5% | +22.0% |
| 3M | +64.7% | +26.7% | +37.9% | +46.9% |
| 6M | +83.0% | +34.4% | +48.7% | +57.0% |
| YTD | +52.0% | +11.5% | +40.5% | +39.9% |
| 1Y | +144.5% | +0.4% | +144.1% | +133.9% |
| 3Y | -25.1% | +96.5% | -121.6% | -49.5% |
| 5Y | -52.9% | +93.4% | -146.2% | -69.0% |
| All | -2.6% | +207.1% | -209.7% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling