+225.0%
EQH vs RVTY
+71.2%
+153.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.1% |
| 7D | +0.7% | -4.5% | +5.3% | +2.8% |
| 30D | +2.8% | +5.5% | -2.6% | +0.1% |
| 3M | +23.1% | +22.5% | +0.6% | +11.0% |
| 6M | +41.4% | +38.9% | +2.5% | +18.8% |
| YTD | +14.3% | +28.7% | -14.5% | -1.0% |
| 1Y | +1.6% | +45.5% | -43.9% | -17.8% |
| 3Y | +102.7% | +16.4% | +86.3% | +74.9% |
| 5Y | +104.5% | -32.7% | +137.3% | +129.7% |
| All | +225.0% | +71.2% | +153.8% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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