+7.7%
V vs EQH
+2.5%
+5.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -1.7% | +5.5% | -7.2% | -2.8% |
| 30D | +2.0% | +3.2% | -1.3% | +1.3% |
| 3M | +17.4% | +32.5% | -15.2% | +10.3% |
| 6M | +17.5% | +33.7% | -16.2% | +9.3% |
| YTD | +7.6% | +13.4% | -5.9% | +4.6% |
| 1Y | +7.7% | +0.6% | +7.1% | +4.3% |
| All | +7.7% | +2.5% | +5.3% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling