+0.6%
EQH vs FDS
-17.4%
+18.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.7% |
| 7D | +5.5% | -1.9% | +7.4% | +5.7% |
| 30D | +3.2% | +9.0% | -5.8% | +2.3% |
| 3M | +32.5% | +18.9% | +13.7% | +30.0% |
| 6M | +33.7% | +35.1% | -1.4% | +27.9% |
| YTD | +13.4% | +5.5% | +7.9% | +11.6% |
| 1Y | +0.6% | -16.8% | +17.4% | -3.7% |
| All | +0.6% | -17.4% | +18.0% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling