+195.7%
XOM vs EQH
+234.7%
-39.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.1% |
| 7D | +4.1% | +0.7% | +3.4% | +3.8% |
| 30D | +4.6% | +2.8% | +1.7% | +3.2% |
| 3M | +14.0% | +23.1% | -9.1% | +4.4% |
| 6M | +11.0% | +41.4% | -30.4% | -5.0% |
| YTD | +40.7% | +14.3% | +26.4% | +30.4% |
| 1Y | +52.3% | +1.6% | +50.7% | +47.5% |
| 3Y | +60.5% | +102.7% | -42.3% | +9.1% |
| 5Y | +266.4% | +104.5% | +161.9% | +137.2% |
| All | +195.7% | +234.7% | -39.0% | +43.4% |
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 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