+90.3%
FE vs EQH
+234.7%
-144.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -1.9% | +2.8% | -4.7% | -2.5% |
| 3M | -0.2% | +23.1% | -23.3% | -4.5% |
| 6M | -7.1% | +41.4% | -48.5% | -14.0% |
| YTD | +6.1% | +14.3% | -8.1% | +2.3% |
| 1Y | +10.1% | +1.6% | +8.5% | +8.6% |
| 3Y | +46.9% | +102.7% | -55.9% | +19.4% |
| 5Y | +50.0% | +104.5% | -54.5% | +18.6% |
| All | +90.3% | +234.7% | -144.4% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling