+62.8%
FDX vs EQH
+102.2%
-39.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.5% |
| 7D | -3.3% | +0.7% | -4.0% | -3.5% |
| 30D | -4.5% | +2.8% | -7.4% | -5.7% |
| 3M | -7.3% | +23.1% | -30.4% | -15.2% |
| 6M | +7.5% | +41.4% | -33.9% | -7.8% |
| YTD | +35.1% | +14.3% | +20.8% | +26.1% |
| 1Y | +71.4% | +1.6% | +69.8% | +67.8% |
| 3Y | +60.8% | +102.7% | -41.9% | +13.2% |
| All | +62.8% | +102.2% | -39.5% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling