+30.8%
XLV vs EQH
+100.2%
-69.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -3.6% | +0.7% | -4.3% | -3.7% |
| 30D | -1.8% | +2.8% | -4.7% | -2.3% |
| 3M | +7.8% | +23.1% | -15.3% | +4.1% |
| 6M | +9.1% | +41.4% | -32.3% | +2.7% |
| YTD | +7.7% | +14.3% | -6.5% | +4.9% |
| 1Y | +20.4% | +1.6% | +18.8% | +19.5% |
| 3Y | +30.8% | +102.7% | -71.9% | +14.9% |
| All | +30.8% | +100.2% | -69.5% | +14.9% |
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