+409.3%
EQNR vs EFV
+169.9%
+239.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.8% |
| 7D | +6.4% | -0.8% | +7.2% | +7.2% |
| 30D | +10.4% | +0.6% | +9.7% | +9.4% |
| 3M | +23.1% | +7.5% | +15.6% | +13.4% |
| 6M | +36.3% | +13.0% | +23.3% | +16.4% |
| YTD | +96.0% | +18.3% | +77.7% | +58.4% |
| 1Y | +94.2% | +26.7% | +67.5% | +44.9% |
| 3Y | +75.3% | +89.6% | -14.3% | -19.7% |
| 5Y | +187.2% | +98.2% | +89.0% | +22.5% |
| All | +409.3% | +169.9% | +239.4% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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