+942.5%
FLEX vs EQH
+226.5%
+716.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.4% |
| 7D | +7.0% | +5.4% | +1.5% | +3.6% |
| 30D | -5.8% | +1.0% | -6.8% | -6.7% |
| 3M | -24.2% | +26.7% | -51.0% | -34.8% |
| 6M | +90.8% | +34.4% | +56.4% | +56.1% |
| YTD | +89.2% | +11.5% | +77.7% | +72.0% |
| 1Y | +104.7% | +0.4% | +104.3% | +96.5% |
| 3Y | +478.1% | +96.5% | +381.6% | +261.6% |
| 5Y | +726.2% | +93.4% | +632.8% | +406.8% |
| All | +942.5% | +226.5% | +716.0% | +359.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling