+280.1%
ROIV vs EQH
+148.1%
+132.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +1.7% | +6.5% | -4.9% | -0.2% |
| 30D | +17.6% | +6.1% | +11.5% | +15.6% |
| 3M | +9.0% | +6.2% | +2.7% | +6.8% |
| 6M | +35.3% | +38.1% | -2.8% | +22.0% |
| YTD | +82.2% | +20.2% | +62.0% | +70.2% |
| 1Y | +92.3% | +27.6% | +64.7% | +76.4% |
| 3Y | +336.8% | +128.8% | +208.0% | +234.0% |
| 5Y | +370.6% | +83.1% | +287.4% | +262.5% |
| All | +280.1% | +148.1% | +132.0% | +191.2% |
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 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