+187.5%
NVT vs EQNR
+72.8%
+114.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.7% |
| 7D | +4.1% | +6.4% | -2.4% | +3.9% |
| 30D | -5.1% | +10.4% | -15.5% | -5.4% |
| 3M | -1.2% | +23.1% | -24.3% | -1.7% |
| 6M | +46.6% | +36.3% | +10.3% | +42.1% |
| YTD | +60.0% | +96.0% | -36.0% | +47.1% |
| 1Y | +70.8% | +94.2% | -23.4% | +56.9% |
| 3Y | +187.5% | +75.3% | +112.3% | +158.7% |
| All | +187.5% | +72.8% | +114.7% | +158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling