+182.0%
EQNR vs USFR
+20.6%
+161.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +6.4% | +0.1% | +6.3% | +6.2% |
| 30D | +10.4% | +0.4% | +10.0% | +9.7% |
| 3M | +23.1% | +1.0% | +22.1% | +21.4% |
| 6M | +36.3% | +2.0% | +34.3% | +33.5% |
| YTD | +96.0% | +2.8% | +93.2% | +91.3% |
| 1Y | +94.2% | +4.1% | +90.1% | +88.2% |
| 3Y | +75.3% | +14.1% | +61.1% | +75.7% |
| All | +182.0% | +20.6% | +161.4% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling