+225.0%
EQH vs FDS
+44.2%
+180.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.0% |
| 7D | +0.7% | -14.0% | +14.7% | +8.2% |
| 30D | +2.8% | -6.2% | +9.1% | +5.6% |
| 3M | +23.1% | +10.2% | +12.9% | +14.6% |
| 6M | +41.4% | +27.4% | +13.9% | +17.9% |
| YTD | +14.3% | -9.3% | +23.5% | +14.9% |
| 1Y | +1.6% | -28.6% | +30.2% | +16.9% |
| 3Y | +102.7% | -36.8% | +139.5% | +147.2% |
| 5Y | +104.5% | -28.6% | +133.2% | +123.6% |
| All | +225.0% | +44.2% | +180.7% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling