+978.5%
TER vs EQH
+234.7%
+743.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +1.9% |
| 7D | +6.4% | +0.7% | +5.6% | +5.9% |
| 30D | -5.7% | +2.8% | -8.5% | -7.3% |
| 3M | -0.4% | +23.1% | -23.5% | -11.8% |
| 6M | +25.8% | +41.4% | -15.6% | +3.1% |
| YTD | +96.4% | +14.3% | +82.1% | +78.8% |
| 1Y | +229.2% | +1.6% | +227.6% | +216.6% |
| 3Y | +288.1% | +102.7% | +185.4% | +155.1% |
| 5Y | +219.9% | +104.5% | +115.4% | +108.2% |
| All | +978.5% | +234.7% | +743.8% | +411.5% |
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