+117.9%
FITB vs EQH
+226.9%
-109.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -0.4% | +1.1% | -1.5% | -1.3% |
| 30D | -5.1% | -1.1% | -4.0% | -4.6% |
| 3M | +3.5% | +25.0% | -21.5% | -13.3% |
| 6M | +17.2% | +33.9% | -16.7% | -7.9% |
| YTD | +17.6% | +11.6% | +6.1% | +5.1% |
| 1Y | +23.4% | +1.5% | +21.8% | +17.6% |
| 3Y | +129.7% | +96.7% | +33.0% | +24.8% |
| 5Y | +68.4% | +93.9% | -25.4% | -8.8% |
| All | +117.9% | +226.9% | -109.0% | -20.0% |
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