-56.3%
Z vs EQH
+68.6%
-125.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.2% |
| 7D | -4.6% | -2.2% | -2.3% | -3.1% |
| 30D | +8.3% | -1.1% | +9.4% | +9.3% |
| 3M | -11.6% | +0.9% | -12.5% | -11.9% |
| 6M | -33.6% | +22.1% | -55.7% | -40.8% |
| YTD | -56.7% | +12.8% | -69.5% | -59.8% |
| 1Y | -59.1% | +20.5% | -79.6% | -63.4% |
| 3Y | -20.4% | +113.2% | -133.5% | -52.1% |
| All | -56.3% | +68.6% | -125.0% | -72.1% |
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