+281.4%
FCEL vs EQH
+2.5%
+278.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.4% |
| 7D | -15.8% | +5.5% | -21.3% | -18.3% |
| 30D | -29.3% | +3.2% | -32.5% | -30.6% |
| 3M | -30.1% | +32.5% | -62.7% | -42.0% |
| 6M | +74.4% | +33.7% | +40.7% | +44.0% |
| YTD | +104.5% | +13.4% | +91.1% | +80.9% |
| 1Y | +281.4% | +0.6% | +280.8% | +307.3% |
| All | +281.4% | +2.5% | +278.9% | +307.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling