+39.7%
EFX vs EQNR
+416.8%
-377.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -4.5% | +6.4% | -11.0% | -5.5% |
| 30D | -6.1% | +10.4% | -16.4% | -7.6% |
| 3M | +6.2% | +23.1% | -16.9% | +2.3% |
| 6M | -11.2% | +36.3% | -47.5% | -16.7% |
| YTD | -21.4% | +96.0% | -117.4% | -31.2% |
| 1Y | -34.3% | +94.2% | -128.5% | -42.5% |
| 3Y | -12.5% | +75.3% | -87.8% | -23.1% |
| 5Y | -35.6% | +187.2% | -222.8% | -50.7% |
| All | +39.7% | +416.8% | -377.1% | -11.0% |
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