+111.3%
XRT vs EQH
+226.9%
-115.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -2.4% | +1.1% | -3.5% | -2.9% |
| 30D | -6.9% | -1.1% | -5.8% | -6.6% |
| 3M | -0.4% | +25.0% | -25.4% | -10.6% |
| 6M | +2.2% | +33.9% | -31.6% | -11.7% |
| YTD | -0.7% | +11.6% | -12.3% | -7.2% |
| 1Y | -2.0% | +1.5% | -3.5% | -4.8% |
| 3Y | +41.0% | +96.7% | -55.7% | -2.1% |
| 5Y | -3.3% | +93.9% | -97.2% | -33.3% |
| All | +111.3% | +226.9% | -115.6% | +10.1% |
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