+424.6%
ETSY vs EQNR
+416.8%
+7.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -4.9% | +6.4% | -11.3% | -6.0% |
| 30D | -8.6% | +10.4% | -19.0% | -10.3% |
| 3M | +4.8% | +23.1% | -18.3% | +0.3% |
| 6M | +38.1% | +36.3% | +1.8% | +28.4% |
| YTD | +31.2% | +96.0% | -64.7% | +12.5% |
| 1Y | +22.1% | +94.2% | -72.1% | +4.6% |
| 3Y | +12.2% | +75.3% | -63.0% | -3.2% |
| 5Y | -66.5% | +187.2% | -253.7% | -75.2% |
| All | +424.6% | +416.8% | +7.8% | +206.5% |
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