-2.8%
NVT vs EQNR
+84.5%
-87.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.3% | +9.3% | +7.8% |
| 7D | -15.7% | -13.9% | -1.8% | -17.6% |
| 30D | -36.6% | +0.9% | -37.5% | -36.2% |
| 3M | -34.8% | +7.4% | -42.3% | -33.5% |
| 6M | -38.2% | +12.6% | -50.9% | -36.2% |
| YTD | +4.8% | +83.7% | -78.8% | +13.1% |
| 1Y | -2.8% | +83.3% | -86.1% | +6.6% |
| All | -2.8% | +84.5% | -87.3% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling