+706.7%
ETN vs EQNR
+416.8%
+289.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | +3.5% | +6.4% | -2.9% | +1.6% |
| 30D | -7.5% | +10.4% | -17.9% | -10.3% |
| 3M | +8.3% | +23.1% | -14.8% | +0.8% |
| 6M | +20.2% | +36.3% | -16.1% | +6.3% |
| YTD | +34.7% | +96.0% | -61.3% | +4.8% |
| 1Y | +19.4% | +94.2% | -74.8% | -7.3% |
| 3Y | +85.5% | +75.3% | +10.2% | +45.1% |
| 5Y | +186.6% | +187.2% | -0.6% | +65.9% |
| All | +706.7% | +416.8% | +289.9% | +224.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling