-51.7%
FIG vs EQH
+18.6%
-70.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +4.4% |
| 7D | -4.7% | +2.8% | -7.5% | -6.1% |
| 30D | +0.5% | +3.9% | -3.4% | -1.7% |
| 3M | -18.4% | +16.3% | -34.7% | -25.5% |
| 6M | +10.9% | +37.1% | -26.2% | -9.2% |
| YTD | -40.8% | +20.2% | -61.0% | -47.8% |
| 1Y | -51.7% | +17.9% | -69.6% | -57.2% |
| All | -51.7% | +18.6% | -70.3% | -57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling