+1,197.1%
FTNT vs EQH
+234.7%
+962.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.3% |
| 7D | -0.1% | +0.7% | -0.9% | -0.4% |
| 30D | -3.0% | +2.8% | -5.8% | -4.0% |
| 3M | +7.6% | +23.1% | -15.5% | -0.6% |
| 6M | +87.0% | +41.4% | +45.6% | +63.1% |
| YTD | +96.5% | +14.3% | +82.3% | +84.8% |
| 1Y | +92.9% | +1.6% | +91.3% | +88.6% |
| 3Y | +139.8% | +102.7% | +37.1% | +79.5% |
| 5Y | +151.3% | +104.5% | +46.8% | +86.7% |
| All | +1,197.1% | +234.7% | +962.4% | +651.7% |
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 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