+377.4%
FAST vs EQH
+232.3%
+145.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +1.1% |
| 7D | -0.4% | +5.5% | -5.9% | -2.1% |
| 30D | -0.8% | +3.2% | -4.0% | -1.9% |
| 3M | +5.8% | +32.5% | -26.8% | -3.8% |
| 6M | +8.0% | +33.7% | -25.8% | -2.7% |
| YTD | +25.6% | +13.4% | +12.2% | +19.0% |
| 1Y | +0.8% | +0.6% | +0.2% | -1.0% |
| 3Y | +86.1% | +95.1% | -9.0% | +42.3% |
| 5Y | +100.2% | +92.7% | +7.5% | +49.9% |
| All | +377.4% | +232.3% | +145.0% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling