+91.3%
NVTS vs EQH
+3.9%
+87.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.5% |
| 7D | -1.4% | +0.7% | -2.2% | -1.9% |
| 30D | -16.5% | +2.8% | -19.3% | -18.1% |
| 3M | -47.6% | +23.1% | -70.7% | -54.6% |
| 6M | +7.3% | +41.4% | -34.1% | -16.9% |
| YTD | +62.9% | +14.3% | +48.6% | +46.8% |
| 1Y | +91.3% | +1.6% | +89.7% | +102.7% |
| All | +91.3% | +3.9% | +87.4% | +102.7% |
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 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