-99.1%
FCUV vs EQH
+234.7%
-333.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +3.1% |
| 7D | -66.5% | +0.7% | -67.2% | -66.4% |
| 30D | +5.0% | +2.8% | +2.1% | +5.1% |
| 3M | +63.8% | +23.1% | +40.7% | +58.7% |
| 6M | -67.8% | +41.4% | -109.2% | -69.9% |
| YTD | -82.4% | +14.3% | -96.7% | -82.7% |
| 1Y | -94.7% | +1.6% | -96.3% | -94.7% |
| 3Y | -99.3% | +102.7% | -202.0% | -99.3% |
| 5Y | -99.9% | +104.5% | -204.4% | -99.9% |
| All | -99.1% | +234.7% | -333.8% | -99.2% |
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 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