+85.4%
FROG vs EQH
+18.6%
+66.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.9% |
| 7D | -14.1% | +2.8% | -16.9% | -14.8% |
| 30D | -11.8% | +3.9% | -15.7% | -13.0% |
| 3M | +0.1% | +16.3% | -16.2% | -5.4% |
| 6M | +64.2% | +37.1% | +27.1% | +44.8% |
| YTD | +38.2% | +20.2% | +18.0% | +26.7% |
| 1Y | +85.4% | +17.9% | +67.5% | +71.5% |
| All | +85.4% | +18.6% | +66.8% | +71.5% |
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