+14.9%
XYL vs EQH
+100.2%
-85.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +1.2% | +0.7% | +0.5% | +0.9% |
| 30D | -11.9% | +2.8% | -14.8% | -12.8% |
| 3M | -1.5% | +23.1% | -24.6% | -8.4% |
| 6M | -11.9% | +41.4% | -53.3% | -22.3% |
| YTD | -20.6% | +14.3% | -34.8% | -24.7% |
| 1Y | -23.5% | +1.6% | -25.1% | -24.6% |
| 3Y | +14.9% | +102.7% | -87.9% | -10.9% |
| All | +14.9% | +100.2% | -85.4% | -10.9% |
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