+302.1%
FICO vs EQH
+252.0%
+50.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | 0.0% |
| 7D | +2.2% | +6.5% | -4.3% | -0.6% |
| 30D | +0.1% | +6.1% | -6.0% | -2.8% |
| 3M | -35.2% | +6.2% | -41.4% | -37.0% |
| 6M | -32.4% | +38.1% | -70.4% | -41.8% |
| YTD | -57.4% | +20.2% | -77.6% | -61.2% |
| 1Y | -58.5% | +27.6% | -86.1% | -63.3% |
| 3Y | -28.9% | +128.8% | -157.7% | -52.9% |
| 5Y | +91.7% | +83.1% | +8.6% | +36.2% |
| All | +302.1% | +252.0% | +50.1% | +81.0% |
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