-26.3%
FIS vs EQH
+100.2%
-126.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -9.0% | +0.7% | -9.7% | -9.1% |
| 30D | -9.0% | +2.8% | -11.9% | -9.7% |
| 3M | -0.5% | +23.1% | -23.6% | -6.6% |
| 6M | -23.1% | +41.4% | -64.5% | -31.1% |
| YTD | -41.5% | +14.3% | -55.7% | -44.1% |
| 1Y | -42.2% | +1.6% | -43.8% | -43.0% |
| 3Y | -26.3% | +102.7% | -129.1% | -46.5% |
| All | -26.3% | +100.2% | -126.6% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling