-65.0%
FIS vs EQH
+102.2%
-167.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.5% |
| 7D | -7.9% | +0.7% | -8.6% | -8.2% |
| 30D | -8.0% | +2.8% | -10.8% | -9.1% |
| 3M | +0.6% | +23.1% | -22.5% | -8.9% |
| 6M | -22.2% | +41.4% | -63.6% | -34.6% |
| YTD | -40.8% | +14.3% | -55.0% | -45.0% |
| 1Y | -41.5% | +1.6% | -43.1% | -42.8% |
| 3Y | -25.5% | +102.7% | -128.2% | -54.3% |
| All | -65.0% | +102.2% | -167.2% | -78.7% |
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