+14.8%
BND vs EQNR
+416.8%
-402.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -1.0% | +6.4% | -7.5% | -1.0% |
| 30D | -1.1% | +10.4% | -11.5% | -1.1% |
| 3M | -1.9% | +23.1% | -25.0% | -1.8% |
| 6M | -1.6% | +36.3% | -37.9% | -1.6% |
| YTD | -1.2% | +96.0% | -97.2% | -1.4% |
| 1Y | -0.7% | +94.2% | -95.0% | -0.9% |
| 3Y | +12.5% | +75.3% | -62.7% | +12.3% |
| 5Y | -2.5% | +187.2% | -189.8% | -3.0% |
| All | +14.8% | +416.8% | -402.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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