+130.5%
URI vs EQH
+95.5%
+35.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.0% | +1.1% | +3.9% | +4.4% |
| 30D | -9.4% | -1.1% | -8.3% | -9.1% |
| 3M | -5.8% | +25.0% | -30.8% | -17.4% |
| 6M | +25.8% | +33.9% | -8.1% | +4.7% |
| YTD | +27.9% | +11.6% | +16.3% | +18.4% |
| 1Y | +9.7% | +1.5% | +8.2% | +7.4% |
| All | +130.5% | +95.5% | +35.0% | +40.3% |
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