+293.7%
ROIV vs EQH
+132.6%
+161.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | +19.0% | -1.8% | +20.7% | +19.5% |
| 30D | +16.1% | +2.4% | +13.7% | +15.1% |
| 3M | +44.1% | +26.3% | +17.8% | +33.6% |
| 6M | +37.8% | +35.8% | +2.0% | +24.5% |
| YTD | +88.7% | +12.7% | +76.0% | +79.7% |
| 1Y | +197.3% | +2.5% | +194.9% | +190.3% |
| 3Y | +224.9% | +98.6% | +126.3% | +158.0% |
| 5Y | +311.0% | +101.7% | +209.3% | +223.0% |
| All | +293.7% | +132.6% | +161.0% | +207.4% |
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