-27.0%
ETHA vs EQNR
+98.0%
-125.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | +3.5% | +6.4% | -3.0% | +2.7% |
| 30D | +35.3% | +10.4% | +25.0% | +33.7% |
| 3M | +50.9% | +23.1% | +27.8% | +46.4% |
| 6M | +22.1% | +36.3% | -14.2% | +12.7% |
| YTD | -14.6% | +96.0% | -110.5% | -29.6% |
| 1Y | -42.8% | +94.2% | -137.0% | -52.8% |
| All | -27.0% | +98.0% | -125.0% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling