+955.9%
FLEX vs EQH
+234.7%
+721.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +6.4% |
| 7D | +5.7% | +0.7% | +5.0% | +5.3% |
| 30D | -7.0% | +2.8% | -9.9% | -8.7% |
| 3M | -23.8% | +23.1% | -46.9% | -33.4% |
| 6M | +82.6% | +41.4% | +41.3% | +45.2% |
| YTD | +91.6% | +14.3% | +77.4% | +71.8% |
| 1Y | +100.6% | +1.6% | +99.0% | +91.4% |
| 3Y | +479.8% | +102.7% | +377.1% | +256.2% |
| 5Y | +746.5% | +104.5% | +642.0% | +402.4% |
| All | +955.9% | +234.7% | +721.3% | +358.6% |
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