+99.1%
EQH vs FDS
-28.1%
+127.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +2.9% |
| 7D | -1.8% | -16.0% | +14.2% | +3.9% |
| 30D | +2.4% | -6.7% | +9.2% | +4.5% |
| 3M | +26.3% | +6.0% | +20.3% | +22.2% |
| 6M | +35.8% | +25.1% | +10.7% | +20.9% |
| YTD | +12.7% | -8.1% | +20.8% | +14.6% |
| 1Y | +2.5% | -26.0% | +28.5% | +15.2% |
| 3Y | +98.6% | -36.4% | +135.0% | +138.9% |
| All | +99.1% | -28.1% | +127.2% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling