-68.1%
XYZ vs EQH
+94.3%
-162.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.3% |
| 7D | -5.2% | -1.8% | -3.4% | -3.7% |
| 30D | 0.0% | +2.4% | -2.4% | -2.1% |
| 3M | +18.7% | +26.3% | -7.6% | -4.6% |
| 6M | +20.5% | +35.8% | -15.3% | -10.6% |
| YTD | +21.5% | +12.7% | +8.8% | +6.4% |
| 1Y | +7.2% | +2.5% | +4.8% | +1.9% |
| 3Y | +49.0% | +98.6% | -49.7% | -32.3% |
| 5Y | -68.1% | +101.7% | -169.8% | -84.7% |
| All | -68.1% | +94.3% | -162.4% | -84.7% |
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