-56.4%
FICO vs EQH
+18.6%
-75.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.9% |
| 7D | +0.4% | +2.8% | -2.4% | -0.9% |
| 30D | +1.7% | +3.9% | -2.3% | -0.2% |
| 3M | -33.0% | +16.3% | -49.4% | -37.2% |
| 6M | -33.9% | +37.1% | -71.0% | -42.9% |
| YTD | -58.5% | +20.2% | -78.7% | -62.8% |
| 1Y | -56.4% | +17.9% | -74.3% | -60.8% |
| All | -56.4% | +18.6% | -75.0% | -60.8% |
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