+36.6%
FFIV vs EQH
+18.6%
+18.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -9.8% | +2.8% | -12.6% | -10.4% |
| 30D | -28.1% | +3.9% | -32.0% | -28.9% |
| 3M | -20.0% | +16.3% | -36.3% | -23.3% |
| 6M | -0.1% | +37.1% | -37.2% | -9.2% |
| YTD | +29.2% | +20.2% | +9.0% | +22.7% |
| 1Y | +36.6% | +17.9% | +18.7% | +29.8% |
| All | +36.6% | +18.6% | +18.0% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling