+85.5%
ETN vs EQNR
+72.8%
+12.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.0% |
| 7D | +3.5% | +6.4% | -2.9% | +3.3% |
| 30D | -7.5% | +10.4% | -17.9% | -7.9% |
| 3M | +8.3% | +23.1% | -14.8% | +7.2% |
| 6M | +20.2% | +36.3% | -16.1% | +15.9% |
| YTD | +34.7% | +96.0% | -61.3% | +22.4% |
| 1Y | +19.4% | +94.2% | -74.8% | +8.5% |
| 3Y | +85.5% | +75.3% | +10.2% | +65.2% |
| All | +85.5% | +72.8% | +12.7% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling