+136.6%
XLF vs EQH
+234.7%
-98.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | +9.2% | +23.1% | -13.9% | -2.1% |
| 6M | +16.3% | +41.4% | -25.1% | -3.5% |
| YTD | +5.4% | +14.3% | -8.8% | -3.1% |
| 1Y | +7.6% | +1.6% | +6.0% | +4.4% |
| 3Y | +74.2% | +102.7% | -28.5% | +14.0% |
| 5Y | +66.1% | +104.5% | -38.4% | +5.1% |
| All | +136.6% | +234.7% | -98.1% | +8.3% |
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