+78.6%
EQH vs FGI
-69.1%
+147.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +0.1% |
| 7D | +1.1% | +14.7% | -13.6% | +0.9% |
| 30D | -1.1% | +67.0% | -68.1% | -2.9% |
| 3M | +25.0% | +31.0% | -6.0% | +23.1% |
| 6M | +33.9% | +126.8% | -92.9% | +28.7% |
| YTD | +11.6% | +35.6% | -24.0% | +8.5% |
| 1Y | +1.5% | +108.9% | -107.4% | -3.6% |
| 3Y | +96.7% | -0.3% | +97.0% | +89.1% |
| All | +78.6% | -69.1% | +147.7% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling