-79.9%
FIG vs EQH
+9.2%
-89.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.0% |
| 7D | -3.8% | +0.7% | -4.5% | -4.1% |
| 30D | -2.3% | +2.8% | -5.1% | -3.9% |
| 3M | +20.0% | +23.1% | -3.1% | +5.6% |
| 6M | -16.7% | +41.4% | -58.1% | -33.4% |
| YTD | -37.9% | +14.3% | -52.2% | -43.8% |
| 1Y | -58.5% | +1.6% | -60.1% | -60.9% |
| All | -79.9% | +9.2% | -89.1% | -81.6% |
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