+440.9%
FLEX vs EQH
+97.5%
+343.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.6% |
| 7D | +0.1% | -1.8% | +1.9% | +0.8% |
| 30D | -11.8% | +2.4% | -14.2% | -12.9% |
| 3M | -22.6% | +26.3% | -48.9% | -31.3% |
| 6M | +77.3% | +35.8% | +41.5% | +49.6% |
| YTD | +78.8% | +12.7% | +66.1% | +66.0% |
| 1Y | +86.1% | +2.5% | +83.6% | +81.3% |
| All | +440.9% | +97.5% | +343.4% | +299.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling