+96.3%
FFIV vs EQH
+94.3%
+2.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | +1.6% | -1.8% | +3.4% | +2.4% |
| 30D | -3.7% | +2.4% | -6.2% | -4.8% |
| 3M | +2.0% | +26.3% | -24.3% | -8.3% |
| 6M | +39.3% | +35.8% | +3.4% | +20.3% |
| YTD | +56.1% | +12.7% | +43.4% | +46.3% |
| 1Y | +22.0% | +2.5% | +19.5% | +18.9% |
| 3Y | +148.2% | +98.6% | +49.6% | +75.4% |
| 5Y | +96.3% | +101.7% | -5.4% | +32.9% |
| All | +96.3% | +94.3% | +2.0% | +32.9% |
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