+302.0%
ROIV vs EQH
+130.4%
+171.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +22.3% | +1.1% | +21.2% | +21.8% |
| 30D | +16.9% | -1.1% | +18.0% | +17.0% |
| 3M | +43.9% | +25.0% | +18.9% | +33.8% |
| 6M | +41.6% | +33.9% | +7.7% | +28.4% |
| YTD | +92.7% | +11.6% | +81.1% | +84.0% |
| 1Y | +210.2% | +1.5% | +208.6% | +203.7% |
| 3Y | +231.8% | +96.7% | +135.1% | +164.2% |
| 5Y | +319.8% | +93.9% | +225.9% | +230.9% |
| All | +302.0% | +130.4% | +171.7% | +214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling