+162.4%
XLI vs EQH
+230.1%
-67.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -2.3% | -1.8% | -0.5% | -1.6% |
| 30D | -8.2% | +2.4% | -10.6% | -9.2% |
| 3M | +0.8% | +26.3% | -25.5% | -9.1% |
| 6M | +0.8% | +35.8% | -35.0% | -12.5% |
| YTD | +10.5% | +12.7% | -2.1% | +3.3% |
| 1Y | +14.1% | +2.5% | +11.7% | +10.6% |
| 3Y | +68.6% | +98.6% | -30.0% | +18.5% |
| 5Y | +80.4% | +101.7% | -21.3% | +21.9% |
| All | +162.4% | +230.1% | -67.6% | +29.8% |
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