-53.1%
FISV vs EQH
+102.2%
-155.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +4.9% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | 0.0% | +2.8% | -2.8% | -1.0% |
| 3M | -2.8% | +23.1% | -25.9% | -11.1% |
| 6M | -11.8% | +41.4% | -53.2% | -24.6% |
| YTD | -23.2% | +14.3% | -37.5% | -28.1% |
| 1Y | -62.0% | +1.6% | -63.6% | -62.7% |
| 3Y | -57.6% | +102.7% | -160.3% | -70.0% |
| All | -53.1% | +102.2% | -155.4% | -67.8% |
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