+1,036.2%
FTI vs EQH
+102.2%
+934.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.3% |
| 7D | -4.4% | +0.7% | -5.1% | -4.7% |
| 30D | +1.5% | +2.8% | -1.3% | -0.1% |
| 3M | +8.2% | +23.1% | -14.9% | -3.3% |
| 6M | +18.8% | +41.4% | -22.6% | -2.4% |
| YTD | +71.7% | +14.3% | +57.4% | +57.1% |
| 1Y | +90.0% | +1.6% | +88.4% | +84.6% |
| 3Y | +270.5% | +102.7% | +167.8% | +137.4% |
| All | +1,036.2% | +102.2% | +934.0% | +561.4% |
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