-80.8%
FIG vs EQH
+7.7%
-88.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | 0.0% |
| 7D | -12.2% | -1.8% | -10.5% | -11.3% |
| 30D | -11.0% | +2.4% | -13.4% | -12.3% |
| 3M | +11.9% | +26.3% | -14.4% | -3.2% |
| 6M | -21.9% | +35.8% | -57.7% | -36.2% |
| YTD | -40.8% | +12.7% | -53.4% | -46.0% |
| 1Y | -56.6% | +2.5% | -59.1% | -59.0% |
| All | -80.8% | +7.7% | -88.5% | -82.3% |
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 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