+409.3%
EQNR vs NTRS
+259.9%
+149.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +6.4% | +1.4% | +5.1% | +5.8% |
| 30D | +10.4% | -0.7% | +11.0% | +10.5% |
| 3M | +23.1% | +11.3% | +11.8% | +17.3% |
| 6M | +36.3% | +35.5% | +0.8% | +18.8% |
| YTD | +96.0% | +40.6% | +55.4% | +67.1% |
| 1Y | +94.2% | +49.2% | +45.0% | +60.5% |
| 3Y | +75.3% | +167.2% | -92.0% | +5.9% |
| 5Y | +187.2% | +94.9% | +92.3% | +92.8% |
| All | +409.3% | +259.9% | +149.3% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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