+19.7%
OVV vs EQH
+230.1%
-210.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.3% |
| 7D | -2.9% | -1.8% | -1.1% | -1.6% |
| 30D | +0.9% | +2.4% | -1.6% | -1.6% |
| 3M | +11.0% | +26.3% | -15.3% | -9.7% |
| 6M | +22.3% | +35.8% | -13.5% | -9.1% |
| YTD | +65.1% | +12.7% | +52.4% | +40.6% |
| 1Y | +53.1% | +2.5% | +50.7% | +39.5% |
| 3Y | +46.7% | +98.6% | -51.9% | -29.0% |
| 5Y | +155.5% | +101.7% | +53.8% | +15.5% |
| All | +19.7% | +230.1% | -210.4% | -49.7% |
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 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