+409.3%
EQNR vs FDS
+64.8%
+344.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +6.4% | -14.0% | +20.4% | +10.7% |
| 30D | +10.4% | -6.2% | +16.6% | +11.9% |
| 3M | +23.1% | +10.2% | +12.9% | +17.9% |
| 6M | +36.3% | +27.4% | +8.8% | +23.3% |
| YTD | +96.0% | -9.3% | +105.2% | +96.4% |
| 1Y | +94.2% | -28.6% | +122.9% | +110.8% |
| 3Y | +75.3% | -36.8% | +112.1% | +94.5% |
| 5Y | +187.2% | -28.6% | +215.8% | +191.5% |
| All | +409.3% | +64.8% | +344.5% | +270.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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