+263.2%
ROIV vs EQH
+95.5%
+167.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +22.3% | +1.1% | +21.2% | +21.7% |
| 30D | +16.9% | -1.1% | +18.0% | +17.0% |
| 3M | +43.9% | +25.0% | +18.9% | +33.0% |
| 6M | +41.6% | +33.9% | +7.7% | +27.2% |
| YTD | +92.7% | +11.6% | +81.1% | +83.0% |
| 1Y | +210.2% | +1.5% | +208.6% | +202.9% |
| All | +263.2% | +95.5% | +167.7% | +174.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling