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  • EQNR vs FDS✓SelectedUSD · FDSEQNR vs FDS performance historyLatest closeAs of-0.27%09/10
Stock and ETF performance explorer

EQNR vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,043.4%
FDS return
+1,410.9%
Excess return
+632.5%
Maximum drawdown
-68.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-0.3%-5.8%+5.6%+1.4%
7D+5.7%-16.0%+21.7%+11.0%
30D+11.3%-6.7%+18.0%+13.1%
3M+21.5%+6.0%+15.5%+17.7%
6M+41.8%+25.1%+16.8%+29.4%
YTD+97.3%-8.1%+105.5%+95.8%
1Y+89.9%-26.0%+115.9%+99.9%
3Y+76.9%-36.4%+113.3%+92.2%
5Y+189.2%-27.7%+216.9%+195.5%
10Y+419.0%+66.1%+352.9%+300.4%
All+2,043.4%+1,410.9%+632.5%+1,014.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling