+90.2%
F vs EQH
+234.7%
-144.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.2% |
| 7D | -4.4% | +0.7% | -5.2% | -4.8% |
| 30D | +1.0% | +2.8% | -1.8% | -0.7% |
| 3M | -4.0% | +23.1% | -27.1% | -15.8% |
| 6M | +18.1% | +41.4% | -23.3% | -5.6% |
| YTD | +10.2% | +14.3% | -4.1% | -0.6% |
| 1Y | +24.3% | +1.6% | +22.7% | +19.6% |
| 3Y | +38.1% | +102.7% | -64.7% | -17.7% |
| 5Y | +50.2% | +104.5% | -54.3% | -11.7% |
| All | +90.2% | +234.7% | -144.4% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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