-51.1%
FIS vs EQH
+18.6%
-69.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.6% | -25.3% | -24.0% |
| 7D | -18.4% | +2.8% | -21.2% | -19.1% |
| 30D | -11.4% | +3.9% | -15.3% | -12.4% |
| 3M | -32.0% | +16.3% | -48.3% | -34.6% |
| 6M | -35.6% | +37.1% | -72.7% | -40.9% |
| YTD | -53.8% | +20.2% | -74.0% | -56.0% |
| 1Y | -51.1% | +17.9% | -69.0% | -53.5% |
| All | -51.1% | +18.6% | -69.7% | -53.5% |
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