+94.2%
EQNR vs BTG
+25.2%
+69.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.6% |
| 7D | +6.4% | -3.8% | +10.2% | +6.0% |
| 30D | +10.4% | +3.6% | +6.7% | +10.8% |
| 3M | +23.1% | +32.0% | -8.9% | +27.1% |
| 6M | +36.3% | +3.4% | +32.9% | +41.0% |
| YTD | +96.0% | +20.8% | +75.2% | +102.8% |
| 1Y | +94.2% | +22.4% | +71.8% | +95.2% |
| All | +94.2% | +25.2% | +69.0% | +95.2% |
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