+64.3%
XLF vs EQH
+102.2%
-38.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | 0.0% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -1.2% | +2.8% | -4.0% | -2.5% |
| 3M | +9.2% | +23.1% | -13.9% | -1.0% |
| 6M | +16.3% | +41.4% | -25.1% | -1.8% |
| YTD | +5.4% | +14.3% | -8.8% | -2.1% |
| 1Y | +7.6% | +1.6% | +6.0% | +5.2% |
| 3Y | +74.2% | +102.7% | -28.5% | +17.3% |
| All | +64.3% | +102.2% | -38.0% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling