+78.2%
NTNX vs EQNR
+379.5%
-301.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -3.1% | +6.4% | -9.6% | -4.9% |
| 30D | +2.0% | +10.4% | -8.4% | -1.0% |
| 3M | +34.0% | +23.1% | +10.9% | +25.1% |
| 6M | +72.4% | +36.3% | +36.1% | +54.5% |
| YTD | +27.5% | +96.0% | -68.4% | +1.3% |
| 1Y | -18.7% | +94.2% | -113.0% | -35.5% |
| 3Y | +80.8% | +75.3% | +5.5% | +44.1% |
| 5Y | +54.5% | +187.2% | -132.7% | -9.2% |
| All | +78.2% | +379.5% | -301.3% | -12.8% |
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