-6.3%
FTV vs EQH
+100.2%
-106.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | -4.0% | +0.7% | -4.7% | -4.2% |
| 30D | -11.0% | +2.8% | -13.9% | -12.0% |
| 3M | -8.4% | +23.1% | -31.5% | -15.7% |
| 6M | -2.6% | +41.4% | -44.0% | -15.9% |
| YTD | -0.6% | +14.3% | -14.9% | -6.6% |
| 1Y | +11.0% | +1.6% | +9.4% | +9.4% |
| 3Y | -6.3% | +102.7% | -109.1% | -29.1% |
| All | -6.3% | +100.2% | -106.6% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling