+81.6%
EQH vs FGI
-70.4%
+151.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.6% | -1.2% |
| 7D | +5.5% | +0.5% | +5.0% | +5.5% |
| 30D | +3.2% | +65.4% | -62.2% | +1.3% |
| 3M | +32.5% | +23.5% | +9.0% | +30.6% |
| 6M | +33.7% | +60.5% | -26.8% | +29.5% |
| YTD | +13.4% | +30.0% | -16.6% | +10.4% |
| 1Y | +0.6% | +82.1% | -81.5% | -4.1% |
| 3Y | +95.1% | -4.4% | +99.5% | +87.7% |
| All | +81.6% | -70.4% | +151.9% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling