+83.6%
FICO vs EQH
+80.7%
+2.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.4% | +5.1% | -3.7% | -0.8% |
| 30D | -0.8% | +4.7% | -5.5% | -3.1% |
| 3M | -31.3% | +7.2% | -38.5% | -33.5% |
| 6M | -33.9% | +38.9% | -72.8% | -43.2% |
| YTD | -57.6% | +19.2% | -76.7% | -61.2% |
| 1Y | -59.7% | +25.5% | -85.2% | -63.9% |
| 3Y | -28.0% | +125.2% | -153.2% | -52.0% |
| All | +83.6% | +80.7% | +2.9% | +32.3% |
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 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