+80.3%
EQH vs FGI
-66.2%
+146.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.5% | +0.8% |
| 7D | -1.8% | +22.8% | -24.5% | -2.1% |
| 30D | +2.4% | +85.9% | -83.5% | +0.4% |
| 3M | +26.3% | +32.4% | -6.1% | +24.3% |
| 6M | +35.8% | +106.3% | -70.5% | +31.0% |
| YTD | +12.7% | +48.4% | -35.7% | +9.4% |
| 1Y | +2.5% | +116.4% | -113.9% | -2.7% |
| 3Y | +98.6% | +9.2% | +89.5% | +90.7% |
| All | +80.3% | -66.2% | +146.5% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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