+87.5%
EQNR vs BTG
+30.1%
+57.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.2% |
| 7D | -10.6% | +5.6% | -16.2% | -9.6% |
| 30D | -1.1% | +1.2% | -2.2% | -0.4% |
| 3M | +12.6% | +29.0% | -16.4% | +17.3% |
| 6M | +4.9% | +25.4% | -20.5% | +9.5% |
| YTD | +86.1% | +18.3% | +67.8% | +96.6% |
| 1Y | +87.5% | +32.4% | +55.1% | +98.2% |
| All | +87.5% | +30.1% | +57.4% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling