-55.9%
FIS vs EQH
+226.5%
-282.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.2% |
| 7D | -3.5% | +5.4% | -8.9% | -5.6% |
| 30D | -7.8% | +1.0% | -8.8% | -8.3% |
| 3M | +0.8% | +26.7% | -25.9% | -9.2% |
| 6M | -21.9% | +34.4% | -56.3% | -31.9% |
| YTD | -39.5% | +11.5% | -51.0% | -43.0% |
| 1Y | -41.0% | +0.4% | -41.4% | -42.2% |
| 3Y | -23.6% | +96.5% | -120.1% | -46.8% |
| 5Y | -65.6% | +93.4% | -159.0% | -76.0% |
| All | -55.9% | +226.5% | -282.4% | -77.9% |
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