+420.3%
NVT vs EQH
+102.2%
+318.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +3.9% |
| 7D | +4.1% | +0.7% | +3.4% | +3.6% |
| 30D | -5.1% | +2.8% | -8.0% | -6.7% |
| 3M | -1.2% | +23.1% | -24.3% | -12.8% |
| 6M | +46.6% | +41.4% | +5.2% | +18.0% |
| YTD | +60.0% | +14.3% | +45.7% | +44.9% |
| 1Y | +70.8% | +1.6% | +69.2% | +65.1% |
| 3Y | +187.5% | +102.7% | +84.8% | +83.7% |
| All | +420.3% | +102.2% | +318.1% | +214.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling