+513.6%
EWT vs EQNR
+416.8%
+96.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -1.1% | +6.4% | -7.6% | -2.4% |
| 30D | +4.5% | +10.4% | -5.9% | +2.3% |
| 3M | +8.3% | +23.1% | -14.8% | +2.9% |
| 6M | +54.2% | +36.3% | +17.9% | +41.0% |
| YTD | +74.6% | +96.0% | -21.4% | +44.9% |
| 1Y | +84.9% | +94.2% | -9.3% | +53.5% |
| 3Y | +197.5% | +75.3% | +122.3% | +148.7% |
| 5Y | +150.6% | +187.2% | -36.6% | +74.6% |
| All | +513.6% | +416.8% | +96.8% | +244.1% |
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