+182.0%
EQNR vs ESTC
-47.6%
+229.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.4% | -9.2% | +15.6% | +6.9% |
| 30D | +10.4% | +8.1% | +2.3% | +9.7% |
| 3M | +23.1% | +38.5% | -15.4% | +20.7% |
| 6M | +36.3% | +57.8% | -21.5% | +32.4% |
| YTD | +96.0% | +10.5% | +85.4% | +93.7% |
| 1Y | +94.2% | -6.4% | +100.6% | +93.6% |
| 3Y | +75.3% | +4.7% | +70.6% | +69.4% |
| All | +182.0% | -47.6% | +229.6% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 5y: compounded portfolio wealth divided by compounded ESTC 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…
5y analysis · Full analysis span regression · 6 months rolling