+99.9%
EQH vs FDS
-36.6%
+136.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +2.3% |
| 7D | -1.8% | -16.0% | +14.2% | +2.1% |
| 30D | +2.4% | -6.7% | +9.2% | +3.9% |
| 3M | +26.3% | +6.0% | +20.3% | +23.8% |
| 6M | +35.8% | +25.1% | +10.7% | +25.2% |
| YTD | +12.7% | -8.1% | +20.8% | +15.3% |
| 1Y | +2.5% | -26.0% | +28.5% | +14.6% |
| All | +99.9% | -36.6% | +136.5% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling