+34.6%
FROG vs EQH
+225.4%
-190.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.2% |
| 7D | -0.5% | +0.7% | -1.2% | -0.8% |
| 30D | +1.3% | +2.8% | -1.5% | +0.3% |
| 3M | +11.1% | +23.1% | -12.0% | +2.3% |
| 6M | +108.3% | +41.4% | +66.9% | +80.6% |
| YTD | +39.6% | +14.3% | +25.3% | +31.1% |
| 1Y | +74.7% | +1.6% | +73.1% | +71.3% |
| 3Y | +224.1% | +102.7% | +121.4% | +147.1% |
| 5Y | +138.4% | +104.5% | +33.8% | +84.5% |
| All | +34.6% | +225.4% | -190.8% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling