+104.2%
XLB vs EQH
+234.7%
-130.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.2% |
| 7D | -2.8% | +0.7% | -3.6% | -3.1% |
| 30D | -3.1% | +2.8% | -5.9% | -4.3% |
| 3M | -0.2% | +23.1% | -23.2% | -8.6% |
| 6M | +3.1% | +41.4% | -38.3% | -11.5% |
| YTD | +13.3% | +14.3% | -1.0% | +5.5% |
| 1Y | +12.0% | +1.6% | +10.4% | +9.2% |
| 3Y | +31.4% | +102.7% | -71.3% | -7.5% |
| 5Y | +33.9% | +104.5% | -70.6% | -8.4% |
| All | +104.2% | +234.7% | -130.5% | +5.0% |
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 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