+132.6%
XLV vs EQH
+234.7%
-102.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -3.6% | +0.7% | -4.3% | -3.7% |
| 30D | -1.8% | +2.8% | -4.7% | -2.6% |
| 3M | +7.8% | +23.1% | -15.3% | +2.4% |
| 6M | +9.1% | +41.4% | -32.3% | -0.1% |
| YTD | +7.7% | +14.3% | -6.5% | +3.4% |
| 1Y | +20.4% | +1.6% | +18.8% | +18.6% |
| 3Y | +30.8% | +102.7% | -71.9% | +6.1% |
| 5Y | +34.6% | +104.5% | -69.9% | +6.4% |
| All | +132.6% | +234.7% | -102.1% | +46.7% |
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 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