+1.6%
EQH vs FDS
-27.2%
+28.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +0.7% | -14.0% | +14.7% | +2.3% |
| 30D | +2.8% | -6.2% | +9.1% | +3.5% |
| 3M | +23.1% | +10.2% | +12.9% | +21.7% |
| 6M | +41.4% | +27.4% | +13.9% | +35.5% |
| YTD | +14.3% | -9.3% | +23.5% | +14.1% |
| 1Y | +1.6% | -28.6% | +30.2% | -2.5% |
| All | +1.6% | -27.2% | +28.8% | -2.5% |
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