+142.8%
EFA vs EQNR
+416.8%
-274.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.5% | +6.4% | -8.0% | -2.9% |
| 30D | -1.7% | +10.4% | -12.0% | -3.9% |
| 3M | +3.5% | +23.1% | -19.6% | -1.9% |
| 6M | +9.5% | +36.3% | -26.8% | -0.3% |
| YTD | +12.9% | +96.0% | -83.1% | -7.1% |
| 1Y | +18.2% | +94.2% | -76.0% | -2.8% |
| 3Y | +64.8% | +75.3% | -10.4% | +36.5% |
| 5Y | +53.9% | +187.2% | -133.3% | +3.4% |
| All | +142.8% | +416.8% | -274.0% | +27.4% |
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