+217.4%
EQH vs FDS
+55.0%
+162.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.8% |
| 7D | +1.1% | -8.8% | +9.9% | +5.7% |
| 30D | -1.1% | -1.4% | +0.3% | -0.8% |
| 3M | +25.0% | +13.9% | +11.1% | +14.6% |
| 6M | +33.9% | +27.4% | +6.5% | +12.5% |
| YTD | +11.6% | -2.5% | +14.0% | +8.4% |
| 1Y | +1.5% | -23.8% | +25.3% | +13.3% |
| 3Y | +96.7% | -32.5% | +129.2% | +132.8% |
| 5Y | +93.9% | -23.2% | +117.0% | +104.7% |
| All | +217.4% | +55.0% | +162.3% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling