+113.0%
FICO vs EQH
+93.8%
+19.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.3% |
| 7D | -10.6% | +1.1% | -11.7% | -10.9% |
| 30D | -6.3% | -1.1% | -5.2% | -5.9% |
| 3M | -19.7% | +25.0% | -44.8% | -27.5% |
| 6M | -31.8% | +33.9% | -65.7% | -40.4% |
| YTD | -41.8% | +11.6% | -53.4% | -45.1% |
| 1Y | -36.4% | +1.5% | -37.9% | -37.8% |
| 3Y | +9.3% | +96.7% | -87.4% | -22.2% |
| 5Y | +113.0% | +93.9% | +19.1% | +47.4% |
| All | +113.0% | +93.8% | +19.2% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling