-48.9%
XE vs EQH
+30.4%
-79.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.4% | -7.2% | -6.1% |
| 7D | -15.7% | +0.7% | -16.4% | -15.9% |
| 30D | -26.6% | +2.8% | -29.5% | -27.2% |
| 3M | -20.3% | +23.1% | -43.4% | -25.0% |
| All | -48.9% | +30.4% | -79.3% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling