+225.0%
EQH vs EQNR
+182.4%
+42.6%
-61.3%
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% | +1.7% |
| 7D | +0.7% | +6.4% | -5.7% | -2.0% |
| 30D | +2.8% | +10.4% | -7.5% | -1.8% |
| 3M | +23.1% | +23.1% | 0.0% | +10.9% |
| 6M | +41.4% | +36.3% | +5.1% | +18.2% |
| YTD | +14.3% | +96.0% | -81.7% | -21.0% |
| 1Y | +1.6% | +94.2% | -92.6% | -29.9% |
| 3Y | +102.7% | +75.3% | +27.5% | +40.9% |
| 5Y | +104.5% | +187.2% | -82.7% | -7.8% |
| All | +225.0% | +182.4% | +42.6% | +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