+22.8%
OVV vs EQH
+252.0%
-229.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.1% |
| 7D | +8.0% | +6.5% | +1.5% | +2.8% |
| 30D | -2.0% | +6.1% | -8.1% | -7.2% |
| 3M | +5.4% | +6.2% | -0.8% | -0.9% |
| 6M | +14.3% | +38.1% | -23.8% | -14.7% |
| YTD | +69.4% | +20.2% | +49.3% | +36.0% |
| 1Y | +72.4% | +27.6% | +44.8% | +30.9% |
| 3Y | +58.4% | +128.8% | -70.4% | -32.0% |
| 5Y | +106.1% | +83.1% | +23.0% | +2.6% |
| All | +22.8% | +252.0% | -229.2% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling