-9.1%
NVTS vs EQH
+83.5%
-92.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.0% |
| 7D | -1.4% | +0.7% | -2.2% | -2.1% |
| 30D | -16.5% | +2.8% | -19.3% | -19.1% |
| 3M | -47.6% | +23.1% | -70.7% | -57.7% |
| 6M | +7.3% | +41.4% | -34.1% | -24.9% |
| YTD | +62.9% | +14.3% | +48.6% | +39.6% |
| 1Y | +91.3% | +1.6% | +89.7% | +83.0% |
| 3Y | +43.4% | +102.7% | -59.3% | -34.3% |
| All | -9.1% | +83.5% | -92.7% | -51.2% |
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 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