+109.4%
XLP vs EQH
+226.8%
-117.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.9% | +1.1% | -4.0% | -3.1% |
| 30D | -2.2% | -1.1% | -1.1% | -2.1% |
| 3M | -0.6% | +25.0% | -25.6% | -4.6% |
| 6M | -2.2% | +33.9% | -36.1% | -7.6% |
| YTD | +8.3% | +11.6% | -3.3% | +5.4% |
| 1Y | +5.7% | +1.5% | +4.2% | +4.5% |
| 3Y | +25.7% | +96.7% | -71.0% | +6.5% |
| 5Y | +31.3% | +93.9% | -62.6% | +9.4% |
| All | +109.4% | +226.8% | -117.4% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling