+134.2%
FFIV vs EQH
+226.9%
-92.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.8% |
| 7D | +3.5% | +1.1% | +2.4% | +3.0% |
| 30D | -1.3% | -1.1% | -0.2% | -1.0% |
| 3M | +2.4% | +25.0% | -22.6% | -6.1% |
| 6M | +41.8% | +33.9% | +7.9% | +26.1% |
| YTD | +58.5% | +11.6% | +46.9% | +50.5% |
| 1Y | +24.3% | +1.5% | +22.8% | +21.9% |
| 3Y | +152.0% | +96.7% | +55.3% | +91.9% |
| 5Y | +99.1% | +93.9% | +5.3% | +50.0% |
| All | +134.2% | +226.9% | -92.6% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling