-47.6%
Z vs EQH
+248.4%
-296.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | -6.5% | +0.5% | -7.0% | -6.5% |
| 30D | -0.1% | +4.9% | -5.0% | -2.3% |
| 3M | -14.1% | +5.4% | -19.6% | -16.3% |
| 6M | -30.1% | +32.1% | -62.2% | -39.6% |
| YTD | -57.5% | +19.0% | -76.5% | -61.5% |
| 1Y | -60.3% | +27.8% | -88.1% | -65.3% |
| 3Y | -21.0% | +124.8% | -145.8% | -49.9% |
| 5Y | -54.9% | +82.7% | -137.6% | -68.9% |
| All | -47.6% | +248.4% | -296.1% | -77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling