+0.6%
EQH vs DVA
+35.1%
-34.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.0% |
| 7D | +5.5% | +1.8% | +3.7% | +5.6% |
| 30D | +3.2% | -2.5% | +5.7% | +2.9% |
| 3M | +32.5% | -4.3% | +36.8% | +31.4% |
| 6M | +33.7% | +18.9% | +14.9% | +34.8% |
| YTD | +13.4% | +61.9% | -48.5% | +16.8% |
| 1Y | +0.6% | +35.7% | -35.1% | +4.2% |
| All | +0.6% | +35.1% | -34.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling