+1,050.8%
FN vs EQH
+232.3%
+818.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.6% |
| 7D | -1.7% | +5.5% | -7.2% | -4.0% |
| 30D | -22.0% | +3.2% | -25.2% | -23.2% |
| 3M | -43.0% | +32.5% | -75.5% | -49.9% |
| 6M | -27.7% | +33.7% | -61.5% | -37.3% |
| YTD | -10.5% | +13.4% | -24.0% | -17.0% |
| 1Y | +12.5% | +0.6% | +11.9% | +9.4% |
| 3Y | +153.8% | +95.1% | +58.7% | +87.0% |
| 5Y | +288.0% | +92.7% | +195.3% | +181.2% |
| All | +1,050.8% | +232.3% | +818.5% | +564.4% |
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