+23.4%
FLR vs EQH
+234.7%
-211.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.2% |
| 7D | -3.5% | +0.7% | -4.2% | -4.0% |
| 30D | +4.2% | +2.8% | +1.3% | +1.8% |
| 3M | +8.1% | +23.1% | -15.0% | -8.3% |
| 6M | +21.5% | +41.4% | -19.9% | -7.8% |
| YTD | +36.8% | +14.3% | +22.5% | +20.2% |
| 1Y | +31.2% | +1.6% | +29.6% | +24.5% |
| 3Y | +53.9% | +102.7% | -48.8% | -14.7% |
| 5Y | +243.0% | +104.5% | +138.5% | +78.0% |
| All | +23.4% | +234.7% | -211.3% | -47.9% |
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