+194.4%
XOM vs EQH
+230.1%
-35.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +1.9% | -1.8% | +3.6% | +2.5% |
| 30D | +4.1% | +2.4% | +1.6% | +2.9% |
| 3M | +10.4% | +26.3% | -15.9% | +0.1% |
| 6M | +13.0% | +35.8% | -22.8% | -1.7% |
| YTD | +40.1% | +12.7% | +27.4% | +30.5% |
| 1Y | +51.1% | +2.5% | +48.7% | +45.7% |
| 3Y | +57.7% | +98.6% | -40.9% | +8.2% |
| 5Y | +264.7% | +101.7% | +163.0% | +137.4% |
| All | +194.4% | +230.1% | -35.7% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling