-67.9%
XYZ vs EQH
+102.2%
-170.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -1.1% |
| 7D | -4.3% | +0.7% | -5.0% | -4.9% |
| 30D | +1.2% | +2.8% | -1.6% | -1.3% |
| 3M | +14.6% | +23.1% | -8.4% | -5.7% |
| 6M | +22.6% | +41.4% | -18.8% | -12.3% |
| YTD | +21.7% | +14.3% | +7.4% | +5.3% |
| 1Y | +6.7% | +1.6% | +5.1% | +2.4% |
| 3Y | +46.8% | +102.7% | -55.9% | -34.6% |
| All | -67.9% | +102.2% | -170.1% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling