-61.9%
FCEL vs EQH
+100.2%
-162.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.1% |
| 7D | +6.3% | +0.7% | +5.6% | +5.6% |
| 30D | -26.7% | +2.8% | -29.5% | -28.5% |
| 3M | -10.2% | +23.1% | -33.3% | -23.3% |
| 6M | +123.5% | +41.4% | +82.1% | +72.8% |
| YTD | +117.4% | +14.3% | +103.1% | +93.4% |
| 1Y | +146.0% | +1.6% | +144.4% | +137.4% |
| 3Y | -61.9% | +102.7% | -164.6% | -84.8% |
| All | -61.9% | +100.2% | -162.1% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling