+201.0%
URI vs EQH
+94.3%
+106.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.8% | -4.5% |
| 7D | -0.5% | -1.8% | +1.3% | +0.6% |
| 30D | -13.4% | +2.4% | -15.8% | -14.9% |
| 3M | -6.2% | +26.3% | -32.5% | -20.5% |
| 6M | +28.0% | +35.8% | -7.8% | +1.7% |
| YTD | +23.0% | +12.7% | +10.3% | +10.4% |
| 1Y | +5.5% | +2.5% | +3.1% | +0.7% |
| 3Y | +119.2% | +98.6% | +20.6% | +22.5% |
| 5Y | +201.0% | +101.7% | +99.3% | +56.8% |
| All | +201.0% | +94.3% | +106.8% | +56.8% |
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 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