+113.0%
NVTS vs EQH
+2.5%
+110.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.9% |
| 7D | +2.7% | +5.5% | -2.8% | -0.7% |
| 30D | -4.5% | +3.2% | -7.7% | -6.8% |
| 3M | -61.5% | +32.5% | -94.1% | -68.5% |
| 6M | +28.0% | +33.7% | -5.8% | +2.6% |
| YTD | +65.3% | +13.4% | +51.8% | +49.9% |
| 1Y | +113.0% | +0.6% | +112.4% | +136.6% |
| All | +113.0% | +2.5% | +110.5% | +136.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling