+192.5%
ECHO vs EQNR
+416.8%
-224.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +3.7% | +6.4% | -2.7% | +2.0% |
| 30D | +0.7% | +10.4% | -9.7% | -2.0% |
| 3M | -27.3% | +23.1% | -50.4% | -31.7% |
| 6M | -17.0% | +36.3% | -53.3% | -25.3% |
| YTD | -14.3% | +96.0% | -110.3% | -31.3% |
| 1Y | +20.9% | +94.2% | -73.3% | -3.2% |
| 3Y | +423.0% | +75.3% | +347.7% | +319.8% |
| 5Y | +265.7% | +187.2% | +78.5% | +125.9% |
| All | +192.5% | +416.8% | -224.4% | +42.7% |
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