+81.6%
FDX vs EQH
+226.5%
-145.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.9% |
| 7D | -3.3% | +5.4% | -8.7% | -5.6% |
| 30D | -1.4% | +1.0% | -2.4% | -2.0% |
| 3M | -4.5% | +26.7% | -31.3% | -14.4% |
| 6M | +9.4% | +34.4% | -25.0% | -5.2% |
| YTD | +36.0% | +11.5% | +24.5% | +27.3% |
| 1Y | +75.5% | +0.4% | +75.1% | +71.4% |
| 3Y | +62.8% | +96.5% | -33.7% | +14.2% |
| 5Y | +64.4% | +93.4% | -29.0% | +13.1% |
| All | +81.6% | +226.5% | -145.0% | -3.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling