+21.9%
FLR vs EQH
+230.1%
-208.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -3.0% |
| 7D | -6.9% | -1.8% | -5.1% | -5.8% |
| 30D | +1.1% | +2.4% | -1.3% | -1.0% |
| 3M | +14.3% | +26.3% | -12.0% | -4.6% |
| 6M | +19.1% | +35.8% | -16.7% | -7.0% |
| YTD | +35.1% | +12.7% | +22.5% | +19.9% |
| 1Y | +29.5% | +2.5% | +27.0% | +22.0% |
| 3Y | +53.0% | +98.6% | -45.6% | -14.0% |
| 5Y | +238.9% | +101.7% | +137.2% | +77.5% |
| All | +21.9% | +230.1% | -208.1% | -48.0% |
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 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