+43.4%
NVTS vs EQH
+100.2%
-56.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.2% |
| 7D | -1.4% | +0.7% | -2.2% | -2.1% |
| 30D | -16.5% | +2.8% | -19.3% | -18.8% |
| 3M | -47.6% | +23.1% | -70.7% | -56.7% |
| 6M | +7.3% | +41.4% | -34.1% | -22.1% |
| YTD | +62.9% | +14.3% | +48.6% | +42.5% |
| 1Y | +91.3% | +1.6% | +89.7% | +85.7% |
| 3Y | +43.4% | +102.7% | -59.3% | -29.2% |
| All | +43.4% | +100.2% | -56.8% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling