+43.4%
XLP vs EQH
+128.3%
-85.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.5% | -0.5% | -0.1% | -0.5% |
| 30D | +8.3% | +4.4% | +4.0% | +8.0% |
| 3M | +8.7% | +8.8% | -0.1% | +8.0% |
| 6M | +11.2% | +38.1% | -27.0% | +8.7% |
| YTD | +20.0% | +19.7% | +0.3% | +18.3% |
| 1Y | +21.3% | +27.8% | -6.4% | +18.9% |
| All | +43.4% | +128.3% | -85.0% | +28.4% |
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