+50.4%
FE vs EQH
+94.3%
-43.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -1.7% | -1.8% | +0.1% | -1.5% |
| 30D | -1.3% | +2.4% | -3.7% | -1.6% |
| 3M | +0.6% | +26.3% | -25.7% | -2.2% |
| 6M | -6.8% | +35.8% | -42.7% | -10.5% |
| YTD | +6.4% | +12.7% | -6.3% | +4.6% |
| 1Y | +11.3% | +2.5% | +8.8% | +10.6% |
| 3Y | +47.1% | +98.6% | -51.6% | +26.3% |
| 5Y | +50.4% | +101.7% | -51.3% | +26.9% |
| All | +50.4% | +94.3% | -43.9% | +26.9% |
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