+106.0%
XLB vs EQH
+226.9%
-120.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.9% | +1.1% | -4.1% | -3.4% |
| 30D | -3.4% | -1.1% | -2.3% | -3.1% |
| 3M | +1.6% | +25.0% | -23.4% | -7.5% |
| 6M | +3.6% | +33.9% | -30.2% | -9.0% |
| YTD | +14.2% | +11.6% | +2.7% | +7.5% |
| 1Y | +15.6% | +1.5% | +14.1% | +12.6% |
| 3Y | +33.1% | +96.7% | -63.6% | -5.1% |
| 5Y | +35.0% | +93.9% | -58.8% | -5.6% |
| All | +106.0% | +226.9% | -120.9% | +6.9% |
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 · 6 months rolling