+109.1%
FN vs EQH
+127.4%
-18.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | +20.8% | +5.1% | +15.6% | +18.0% |
| 30D | -17.3% | +4.7% | -22.0% | -18.7% |
| 3M | -38.1% | +7.2% | -45.4% | -40.1% |
| 6M | -44.2% | +38.9% | -83.1% | -52.9% |
| YTD | -22.3% | +19.2% | -41.4% | -29.6% |
| 1Y | -20.9% | +25.5% | -46.5% | -30.5% |
| All | +109.1% | +127.4% | -18.3% | +28.7% |
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