-28.9%
FICO vs EQH
+129.3%
-158.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | 0.0% |
| 7D | +2.2% | +6.5% | -4.3% | -0.4% |
| 30D | +0.1% | +6.1% | -6.0% | -2.6% |
| 3M | -35.2% | +6.2% | -41.4% | -36.9% |
| 6M | -32.4% | +38.1% | -70.4% | -41.1% |
| YTD | -57.4% | +20.2% | -77.6% | -61.0% |
| 1Y | -58.5% | +27.6% | -86.1% | -63.0% |
| 3Y | -28.9% | +128.8% | -157.7% | -43.1% |
| All | -28.9% | +129.3% | -158.2% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling