-97.8%
FCEL vs EQH
+230.1%
-327.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.6% |
| 7D | +6.3% | -1.8% | +8.0% | +7.3% |
| 30D | -18.8% | +2.4% | -21.2% | -20.8% |
| 3M | -3.8% | +26.3% | -30.1% | -20.0% |
| 6M | +121.1% | +35.8% | +85.3% | +73.8% |
| YTD | +113.3% | +12.7% | +100.6% | +90.9% |
| 1Y | +173.5% | +2.5% | +171.1% | +161.1% |
| 3Y | -63.9% | +98.6% | -162.5% | -79.3% |
| 5Y | -90.7% | +101.7% | -192.4% | -94.6% |
| All | -97.8% | +230.1% | -327.8% | -99.0% |
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