+3,569.0%
FIX vs EQH
+230.1%
+3,339.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.0% |
| 7D | +0.7% | -1.8% | +2.4% | +1.6% |
| 30D | -5.7% | +2.4% | -8.1% | -7.3% |
| 3M | -7.4% | +26.3% | -33.7% | -19.7% |
| 6M | +15.1% | +35.8% | -20.7% | -5.0% |
| YTD | +70.7% | +12.7% | +58.0% | +55.4% |
| 1Y | +111.9% | +2.5% | +109.5% | +102.3% |
| 3Y | +759.5% | +98.6% | +660.9% | +459.9% |
| 5Y | +2,164.4% | +101.7% | +2,062.7% | +1,314.9% |
| All | +3,569.0% | +230.1% | +3,339.0% | +1,537.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling