+217.4%
EQH vs RVTY
+70.5%
+146.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.3% |
| 7D | +1.1% | -5.4% | +6.5% | +3.7% |
| 30D | -1.1% | +6.7% | -7.9% | -4.3% |
| 3M | +25.0% | +19.0% | +6.0% | +14.3% |
| 6M | +33.9% | +34.6% | -0.8% | +14.2% |
| YTD | +11.6% | +28.3% | -16.7% | -3.1% |
| 1Y | +1.5% | +46.0% | -44.5% | -18.0% |
| 3Y | +96.7% | +16.9% | +79.8% | +69.3% |
| 5Y | +93.9% | -32.9% | +126.8% | +118.0% |
| All | +217.4% | +70.5% | +146.8% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling