+86.4%
FDX vs EQH
+232.3%
-145.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -2.5% | +5.5% | -8.0% | -4.9% |
| 30D | +3.8% | +3.2% | +0.6% | +2.2% |
| 3M | -1.3% | +32.5% | -33.8% | -13.2% |
| 6M | +5.0% | +33.7% | -28.7% | -8.8% |
| YTD | +39.6% | +13.4% | +26.2% | +29.7% |
| 1Y | +81.1% | +0.6% | +80.6% | +76.8% |
| 3Y | +63.0% | +95.1% | -32.1% | +14.7% |
| 5Y | +65.6% | +92.7% | -27.1% | +14.1% |
| All | +86.4% | +232.3% | -145.9% | -2.0% |
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