+3.7%
FICO vs EQH
+100.4%
-96.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | -15.4% | +5.4% | -20.9% | -17.1% |
| 30D | -10.4% | +1.0% | -11.4% | -10.7% |
| 3M | -22.7% | +26.7% | -49.4% | -30.0% |
| 6M | -36.8% | +34.4% | -71.1% | -44.3% |
| YTD | -44.8% | +11.5% | -56.3% | -47.8% |
| 1Y | -39.3% | +0.4% | -39.7% | -40.5% |
| 3Y | +3.7% | +96.5% | -92.8% | -16.3% |
| All | +3.7% | +100.4% | -96.7% | -16.3% |
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