+7.1%
FLUT vs EQH
+234.7%
-227.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +2.5% | +2.8% | -0.3% | +1.8% |
| 3M | -9.2% | +23.1% | -32.3% | -14.0% |
| 6M | -8.2% | +41.4% | -49.6% | -16.1% |
| YTD | -53.2% | +14.3% | -67.5% | -55.0% |
| 1Y | -65.6% | +1.6% | -67.2% | -66.1% |
| 3Y | -43.6% | +102.7% | -146.3% | -51.4% |
| 5Y | -50.3% | +104.5% | -154.8% | -57.2% |
| All | +7.1% | +234.7% | -227.6% | -8.5% |
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