-43.6%
FLUT vs EQH
+100.2%
-143.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.3% |
| 7D | +0.4% | +0.7% | -0.3% | +0.1% |
| 30D | +2.5% | +2.8% | -0.3% | +1.3% |
| 3M | -9.2% | +23.1% | -32.3% | -18.3% |
| 6M | -8.2% | +41.4% | -49.6% | -23.4% |
| YTD | -53.2% | +14.3% | -67.5% | -56.6% |
| 1Y | -65.6% | +1.6% | -67.2% | -66.3% |
| 3Y | -43.6% | +102.7% | -146.3% | -61.5% |
| All | -43.6% | +100.2% | -143.8% | -61.5% |
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 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