-38.3%
FICO vs EQH
+3.9%
-42.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +1.9% |
| 7D | +5.7% | +0.7% | +5.0% | +5.3% |
| 30D | -5.6% | +2.8% | -8.5% | -6.8% |
| 3M | -16.9% | +23.1% | -40.0% | -25.0% |
| 6M | -15.4% | +41.4% | -56.8% | -30.2% |
| YTD | -41.7% | +14.3% | -56.0% | -45.9% |
| 1Y | -38.3% | +1.6% | -39.9% | -33.9% |
| All | -38.3% | +3.9% | -42.2% | -33.9% |
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 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