+1,071.1%
FN vs EQH
+234.7%
+836.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.0% |
| 7D | +1.8% | +0.7% | +1.0% | +1.4% |
| 30D | -27.5% | +2.8% | -30.3% | -28.5% |
| 3M | -28.8% | +23.1% | -51.9% | -35.3% |
| 6M | -20.9% | +41.4% | -62.3% | -33.2% |
| YTD | -8.9% | +14.3% | -23.2% | -15.8% |
| 1Y | +14.5% | +1.6% | +12.9% | +10.9% |
| 3Y | +172.6% | +102.7% | +69.9% | +97.8% |
| 5Y | +300.6% | +104.5% | +196.1% | +183.7% |
| All | +1,071.1% | +234.7% | +836.4% | +573.8% |
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