+137.5%
FROG vs EQH
+102.2%
+35.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.4% |
| 7D | -0.5% | +0.7% | -1.2% | -0.8% |
| 30D | +1.3% | +2.8% | -1.5% | -0.1% |
| 3M | +11.1% | +23.1% | -12.0% | -0.3% |
| 6M | +108.3% | +41.4% | +66.9% | +72.5% |
| YTD | +39.6% | +14.3% | +25.3% | +28.5% |
| 1Y | +74.7% | +1.6% | +73.1% | +70.5% |
| 3Y | +224.1% | +102.7% | +121.4% | +112.6% |
| All | +137.5% | +102.2% | +35.3% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling