+5.8%
FLUT vs EQH
+226.9%
-221.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -2.6% | +1.1% | -3.7% | -2.9% |
| 30D | +5.4% | -1.1% | +6.5% | +5.6% |
| 3M | -10.8% | +25.0% | -35.8% | -15.8% |
| 6M | -9.2% | +33.9% | -43.1% | -16.0% |
| YTD | -53.8% | +11.6% | -65.4% | -55.3% |
| 1Y | -66.0% | +1.5% | -67.5% | -66.4% |
| 3Y | -44.7% | +96.7% | -141.4% | -52.0% |
| 5Y | -50.6% | +93.9% | -144.4% | -57.2% |
| All | +5.8% | +226.9% | -221.1% | -9.1% |
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