-31.5%
XYL vs EQH
+18.6%
-50.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +4.6% |
| 7D | +14.5% | +2.8% | +11.7% | +13.9% |
| 30D | -1.3% | +3.9% | -5.3% | -2.2% |
| 3M | -17.0% | +16.3% | -33.3% | -20.0% |
| 6M | -11.3% | +37.1% | -48.4% | -18.2% |
| YTD | -25.0% | +20.2% | -45.2% | -29.1% |
| 1Y | -31.5% | +17.9% | -49.5% | -35.2% |
| All | -31.5% | +18.6% | -50.2% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling