+139.9%
XLC vs EQH
+209.6%
-69.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.4% | +1.1% | -2.5% | -1.8% |
| 30D | -0.9% | -1.1% | +0.2% | -0.6% |
| 3M | -0.3% | +25.0% | -25.3% | -7.6% |
| 6M | -5.2% | +33.9% | -39.1% | -14.5% |
| YTD | -5.3% | +11.6% | -16.9% | -9.7% |
| 1Y | -2.8% | +1.5% | -4.3% | -4.8% |
| 3Y | +71.2% | +96.7% | -25.5% | +31.8% |
| 5Y | +37.6% | +93.9% | -56.3% | +4.8% |
| All | +139.9% | +209.6% | -69.7% | +45.4% |
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