+225.0%
EQH vs NVMI
+1,279.6%
-1,054.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.9% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +2.8% | -8.4% | +11.2% | +5.5% |
| 3M | +23.1% | -33.6% | +56.6% | +37.7% |
| 6M | +41.4% | -14.7% | +56.1% | +42.4% |
| YTD | +14.3% | +13.2% | +1.0% | +2.7% |
| 1Y | +1.6% | +29.0% | -27.4% | -14.6% |
| 3Y | +102.7% | +215.0% | -112.3% | +4.1% |
| 5Y | +104.5% | +268.6% | -164.0% | -10.3% |
| All | +225.0% | +1,279.6% | -1,054.6% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 all: compounded portfolio wealth divided by compounded NVMI 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…
all analysis · Full analysis span regression · 6 months rolling