+2,490.2%
NVDL vs EQH
+88.6%
+2,401.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -1.3% |
| 7D | -10.3% | +0.7% | -11.0% | -10.8% |
| 30D | -7.1% | +2.8% | -10.0% | -9.2% |
| 3M | +6.6% | +23.1% | -16.5% | -10.5% |
| 6M | +21.1% | +41.4% | -20.3% | -10.9% |
| YTD | +15.2% | +14.3% | +1.0% | +0.8% |
| 1Y | +18.8% | +1.6% | +17.2% | +13.9% |
| 3Y | +649.9% | +102.7% | +547.2% | +361.6% |
| All | +2,490.2% | +88.6% | +2,401.6% | +1,622.4% |
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