+231.1%
FERG vs EQH
+234.7%
-3.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -2.6% | +0.7% | -3.3% | -2.7% |
| 30D | -8.9% | +2.8% | -11.7% | -9.5% |
| 3M | -2.0% | +23.1% | -25.1% | -6.4% |
| 6M | -3.2% | +41.4% | -44.6% | -10.4% |
| YTD | +1.5% | +14.3% | -12.8% | -2.0% |
| 1Y | +0.5% | +1.6% | -1.1% | -0.8% |
| 3Y | +50.4% | +102.7% | -52.3% | +30.6% |
| 5Y | +68.7% | +104.5% | -35.9% | +46.0% |
| All | +231.1% | +234.7% | -3.6% | +181.9% |
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 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