+942.4%
FN vs EQH
+250.5%
+691.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.6% |
| 7D | +8.0% | -0.5% | +8.5% | +8.7% |
| 30D | -19.1% | +4.4% | -23.5% | -20.2% |
| 3M | -29.8% | +8.8% | -38.6% | -32.2% |
| 6M | -43.2% | +38.1% | -81.3% | -50.8% |
| YTD | -18.9% | +19.7% | -38.6% | -26.3% |
| 1Y | -17.9% | +27.8% | -45.6% | -27.4% |
| 3Y | +120.1% | +126.1% | -6.0% | +53.5% |
| 5Y | +206.7% | +83.3% | +123.4% | +126.8% |
| All | +942.4% | +250.5% | +691.9% | +490.1% |
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