+33.9%
FROG vs EQH
+217.4%
-183.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | -5.5% | +5.4% | -10.9% | -7.5% |
| 30D | -3.1% | +1.0% | -4.1% | -3.5% |
| 3M | +1.2% | +26.7% | -25.5% | -7.9% |
| 6M | +113.7% | +34.4% | +79.3% | +88.9% |
| YTD | +38.9% | +11.5% | +27.4% | +31.6% |
| 1Y | +72.0% | +0.4% | +71.6% | +69.4% |
| 3Y | +217.1% | +96.5% | +120.6% | +144.5% |
| 5Y | +130.6% | +93.4% | +37.2% | +79.5% |
| All | +33.9% | +217.4% | -183.6% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling