+89.4%
EWZ vs EQNR
+416.8%
-327.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +0.9% | +6.4% | -5.6% | -1.8% |
| 30D | +12.8% | +10.4% | +2.4% | +7.9% |
| 3M | +10.8% | +23.1% | -12.3% | 0.0% |
| 6M | +2.5% | +36.3% | -33.8% | -14.0% |
| YTD | +21.4% | +96.0% | -74.6% | -15.2% |
| 1Y | +32.8% | +94.2% | -61.4% | -7.2% |
| 3Y | +45.2% | +75.3% | -30.1% | +2.4% |
| 5Y | +63.0% | +187.2% | -124.2% | -21.3% |
| All | +89.4% | +416.8% | -327.4% | -45.8% |
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