+420.5%
FICO vs EQH
+232.3%
+188.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.1% | -15.6% | -16.2% |
| 7D | -19.2% | +5.5% | -24.7% | -21.0% |
| 30D | -14.6% | +3.2% | -17.8% | -15.9% |
| 3M | -20.1% | +32.5% | -52.6% | -29.9% |
| 6M | -36.3% | +33.7% | -70.1% | -44.5% |
| YTD | -44.9% | +13.4% | -58.3% | -48.4% |
| 1Y | -38.6% | +0.6% | -39.2% | -39.6% |
| 3Y | +4.0% | +95.1% | -91.1% | -26.3% |
| 5Y | +99.5% | +92.7% | +6.9% | +38.4% |
| All | +420.5% | +232.3% | +188.2% | +140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling