-35.1%
ETHA vs EQNR
+86.3%
-121.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.6% | -7.3% |
| 7D | -3.8% | -10.6% | +6.8% | -4.3% |
| 30D | -16.6% | -1.1% | -15.5% | -16.8% |
| 3M | +16.9% | +12.6% | +4.2% | +16.6% |
| 6M | -5.5% | +4.9% | -10.4% | -5.5% |
| YTD | -24.6% | +86.1% | -110.6% | -47.8% |
| 1Y | -35.1% | +87.5% | -122.6% | -54.9% |
| All | -35.1% | +86.3% | -121.4% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 1y: compounded portfolio wealth divided by compounded EQNR 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…
1y analysis · Full analysis span regression · 6 months rolling