+100.6%
FLEX vs EQH
+3.9%
+96.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +7.0% |
| 7D | +5.7% | +0.7% | +5.0% | +5.6% |
| 30D | -7.0% | +2.8% | -9.9% | -7.4% |
| 3M | -23.8% | +23.1% | -46.9% | -26.3% |
| 6M | +82.6% | +41.4% | +41.3% | +69.9% |
| YTD | +91.6% | +14.3% | +77.4% | +83.8% |
| 1Y | +100.6% | +1.6% | +99.0% | +89.1% |
| All | +100.6% | +3.9% | +96.7% | +89.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling