+101.9%
EQH vs DVA
+46.8%
+55.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | +2.8% | 0.0% | +2.8% | +2.8% |
| 3M | +23.1% | -10.9% | +34.0% | +24.1% |
| 6M | +41.4% | +17.3% | +24.1% | +35.7% |
| YTD | +14.3% | +59.8% | -45.5% | +2.5% |
| 1Y | +1.6% | +36.3% | -34.7% | -5.7% |
| 3Y | +102.7% | +88.6% | +14.1% | +72.8% |
| All | +101.9% | +46.8% | +55.1% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling