+750.3%
NVT vs EQNR
+195.2%
+555.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.9% |
| 7D | +4.1% | +6.4% | -2.4% | +1.7% |
| 30D | -5.1% | +10.4% | -15.5% | -8.6% |
| 3M | -1.2% | +23.1% | -24.3% | -9.4% |
| 6M | +46.6% | +36.3% | +10.3% | +25.9% |
| YTD | +60.0% | +96.0% | -36.0% | +17.2% |
| 1Y | +70.8% | +94.2% | -23.4% | +24.6% |
| 3Y | +187.5% | +75.3% | +112.3% | +111.3% |
| 5Y | +426.1% | +187.2% | +238.9% | +163.2% |
| All | +750.3% | +195.2% | +555.0% | +234.4% |
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