+81.0%
FROG vs EQH
+2.5%
+78.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.9% |
| 7D | -11.3% | +5.5% | -16.8% | -13.2% |
| 30D | +3.6% | +3.2% | +0.4% | +2.3% |
| 3M | +1.7% | +32.5% | -30.9% | -9.5% |
| 6M | +123.5% | +33.7% | +89.8% | +94.9% |
| YTD | +40.2% | +13.4% | +26.8% | +31.6% |
| 1Y | +81.0% | +0.6% | +80.4% | +80.7% |
| All | +81.0% | +2.5% | +78.5% | +80.7% |
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