+3,301.2%
NVDA vs EQH
+230.1%
+3,071.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.2% | -2.7% |
| 7D | -4.3% | -1.8% | -2.6% | -3.5% |
| 30D | +0.5% | +2.4% | -1.9% | -0.8% |
| 3M | +9.1% | +26.3% | -17.2% | -3.5% |
| 6M | +18.5% | +35.8% | -17.4% | 0.0% |
| YTD | +17.4% | +12.7% | +4.7% | +8.2% |
| 1Y | +23.4% | +2.5% | +21.0% | +18.5% |
| 3Y | +380.6% | +98.6% | +281.9% | +221.3% |
| 5Y | +875.7% | +101.7% | +774.0% | +558.2% |
| All | +3,301.2% | +230.1% | +3,071.1% | +1,563.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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