+2.0%
FND vs EQH
+234.7%
-232.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.2% |
| 7D | -5.8% | +0.7% | -6.5% | -6.1% |
| 30D | -20.2% | +2.8% | -23.0% | -21.5% |
| 3M | -12.0% | +23.1% | -35.0% | -22.4% |
| 6M | -18.5% | +41.4% | -59.9% | -33.9% |
| YTD | -22.3% | +14.3% | -36.5% | -29.4% |
| 1Y | -47.6% | +1.6% | -49.2% | -49.3% |
| 3Y | -49.8% | +102.7% | -152.5% | -68.5% |
| 5Y | -63.0% | +104.5% | -167.5% | -77.1% |
| All | +2.0% | +234.7% | -232.7% | -55.9% |
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