+60.5%
XOM vs EQH
+100.2%
-39.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +4.1% | +0.7% | +3.4% | +4.0% |
| 30D | +4.6% | +2.8% | +1.7% | +4.2% |
| 3M | +14.0% | +23.1% | -9.1% | +10.9% |
| 6M | +11.0% | +41.4% | -30.4% | +5.4% |
| YTD | +40.7% | +14.3% | +26.4% | +39.0% |
| 1Y | +52.3% | +1.6% | +50.7% | +54.2% |
| 3Y | +60.5% | +102.7% | -42.3% | +40.4% |
| All | +60.5% | +100.2% | -39.8% | +40.4% |
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