+152.0%
QQQM vs EQNR
+360.5%
-208.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -0.6% | +6.4% | -7.0% | -0.9% |
| 30D | -1.2% | +10.4% | -11.6% | -1.8% |
| 3M | -0.1% | +23.1% | -23.2% | -1.4% |
| 6M | +18.0% | +36.3% | -18.3% | +14.6% |
| YTD | +16.7% | +96.0% | -79.3% | +9.1% |
| 1Y | +23.0% | +94.2% | -71.2% | +15.0% |
| 3Y | +93.3% | +75.3% | +18.1% | +80.9% |
| 5Y | +96.3% | +187.2% | -90.9% | +76.7% |
| All | +152.0% | +360.5% | -208.4% | +123.5% |
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