+409.3%
EQNR vs BTG
+159.3%
+250.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +6.4% | -3.8% | +10.2% | +6.9% |
| 30D | +10.4% | +3.6% | +6.7% | +9.7% |
| 3M | +23.1% | +32.0% | -8.9% | +18.2% |
| 6M | +36.3% | +3.4% | +32.9% | +33.8% |
| YTD | +96.0% | +20.8% | +75.2% | +86.7% |
| 1Y | +94.2% | +22.4% | +71.8% | +83.1% |
| 3Y | +75.3% | +91.7% | -16.5% | +50.6% |
| 5Y | +187.2% | +79.0% | +108.2% | +146.5% |
| All | +409.3% | +159.3% | +250.0% | +308.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling