+8.6%
FOXA vs EQH
+2.5%
+6.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.2% |
| 7D | -4.0% | +5.5% | -9.5% | -4.8% |
| 30D | +12.0% | +3.2% | +8.7% | +11.4% |
| 3M | +0.3% | +32.5% | -32.3% | -4.3% |
| 6M | +12.5% | +33.7% | -21.3% | +6.7% |
| YTD | -9.6% | +13.4% | -23.1% | -9.4% |
| 1Y | +8.6% | +0.6% | +8.0% | +17.4% |
| All | +8.6% | +2.5% | +6.1% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling