+74.2%
XLF vs EQH
+100.2%
-26.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.1% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -1.2% | +2.8% | -4.0% | -2.3% |
| 3M | +9.2% | +23.1% | -13.9% | +0.5% |
| 6M | +16.3% | +41.4% | -25.1% | +0.7% |
| YTD | +5.4% | +14.3% | -8.8% | -0.8% |
| 1Y | +7.6% | +1.6% | +6.0% | +5.9% |
| 3Y | +74.2% | +102.7% | -28.5% | +33.5% |
| All | +74.2% | +100.2% | -26.0% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling