+898.8%
FLEX vs EQH
+232.3%
+666.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.1% |
| 7D | -0.9% | +5.5% | -6.4% | -4.0% |
| 30D | -10.1% | +3.2% | -13.4% | -12.0% |
| 3M | -31.3% | +32.5% | -63.9% | -42.5% |
| 6M | +71.3% | +33.7% | +37.5% | +40.7% |
| YTD | +81.2% | +13.4% | +67.8% | +63.2% |
| 1Y | +98.5% | +0.6% | +97.9% | +90.6% |
| 3Y | +428.2% | +95.1% | +333.1% | +232.2% |
| 5Y | +657.3% | +92.7% | +564.6% | +366.2% |
| All | +898.8% | +232.3% | +666.5% | +335.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling