-93.2%
FRMI vs EQH
+18.6%
-111.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.6% | -12.2% | -11.2% |
| 7D | -39.7% | +2.8% | -42.5% | -40.5% |
| 30D | -55.2% | +3.9% | -59.1% | -55.9% |
| 3M | -71.2% | +16.3% | -87.5% | -73.5% |
| 6M | -64.1% | +37.1% | -101.2% | -69.8% |
| YTD | -77.2% | +20.2% | -97.5% | -80.8% |
| 1Y | -93.2% | +17.9% | -111.1% | -94.2% |
| All | -93.2% | +18.6% | -111.8% | -94.2% |
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