+517.6%
URI vs EQH
+234.7%
+282.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -1.0% |
| 7D | -2.1% | +0.7% | -2.8% | -2.6% |
| 30D | -12.4% | +2.8% | -15.2% | -14.4% |
| 3M | -7.3% | +23.1% | -30.4% | -21.3% |
| 6M | +27.2% | +41.4% | -14.2% | -4.1% |
| YTD | +23.0% | +14.3% | +8.7% | +7.4% |
| 1Y | +3.9% | +1.6% | +2.3% | -1.8% |
| 3Y | +121.6% | +102.7% | +18.9% | +20.2% |
| 5Y | +201.1% | +104.5% | +96.5% | +59.1% |
| All | +517.6% | +234.7% | +282.9% | +124.7% |
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