-28.8%
FISV vs EQH
+234.7%
-263.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +4.8% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | 0.0% | +2.8% | -2.8% | -1.1% |
| 3M | -2.8% | +23.1% | -25.9% | -11.2% |
| 6M | -11.8% | +41.4% | -53.2% | -24.6% |
| YTD | -23.2% | +14.3% | -37.5% | -28.3% |
| 1Y | -62.0% | +1.6% | -63.6% | -62.7% |
| 3Y | -57.6% | +102.7% | -160.3% | -69.8% |
| 5Y | -53.4% | +104.5% | -157.9% | -67.7% |
| All | -28.8% | +234.7% | -263.5% | -64.9% |
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