+899.5%
FN vs EQH
+249.1%
+650.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | +20.8% | +5.1% | +15.6% | +18.4% |
| 30D | -17.3% | +4.7% | -22.0% | -18.5% |
| 3M | -38.1% | +7.2% | -45.4% | -39.9% |
| 6M | -44.2% | +38.9% | -83.1% | -51.8% |
| YTD | -22.3% | +19.2% | -41.4% | -29.2% |
| 1Y | -20.9% | +25.5% | -46.5% | -29.5% |
| 3Y | +111.1% | +125.2% | -14.1% | +47.4% |
| 5Y | +191.8% | +81.6% | +110.2% | +116.6% |
| All | +899.5% | +249.1% | +650.5% | +466.9% |
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