+379.1%
V vs EQNR
+416.8%
-37.7%
-36.4%
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% | +1.0% |
| 7D | -1.2% | +6.4% | -7.7% | -2.7% |
| 30D | +3.1% | +10.4% | -7.3% | +0.6% |
| 3M | +16.3% | +23.1% | -6.8% | +10.1% |
| 6M | +20.4% | +36.3% | -15.9% | +9.9% |
| YTD | +6.3% | +96.0% | -89.7% | -12.3% |
| 1Y | +8.7% | +94.2% | -85.5% | -10.4% |
| 3Y | +53.3% | +75.3% | -22.0% | +26.7% |
| 5Y | +71.1% | +187.2% | -116.1% | +11.7% |
| All | +379.1% | +416.8% | -37.7% | +140.9% |
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