+409.3%
EQNR vs USFR
+28.1%
+381.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +6.4% | +0.1% | +6.3% | +6.3% |
| 30D | +10.4% | +0.4% | +10.0% | +10.0% |
| 3M | +23.1% | +1.0% | +22.1% | +22.0% |
| 6M | +36.3% | +2.0% | +34.3% | +34.2% |
| YTD | +96.0% | +2.8% | +93.2% | +92.0% |
| 1Y | +94.2% | +4.1% | +90.1% | +88.6% |
| 3Y | +75.3% | +14.1% | +61.1% | +61.4% |
| 5Y | +187.2% | +20.6% | +166.6% | +154.3% |
| All | +409.3% | +28.1% | +381.1% | +355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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