+96.5%
EQH vs FGI
-6.2%
+102.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | +5.4% | +5.2% | +0.3% | +5.4% |
| 30D | +1.0% | +65.2% | -64.2% | +0.2% |
| 3M | +26.7% | +30.2% | -3.4% | +25.8% |
| 6M | +34.4% | +87.8% | -53.4% | +32.4% |
| YTD | +11.5% | +32.5% | -21.0% | +10.2% |
| 1Y | +0.4% | +93.6% | -93.2% | -0.6% |
| 3Y | +96.5% | -2.6% | +99.1% | +98.9% |
| All | +96.5% | -6.2% | +102.7% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling