+75.3%
EQNR vs FGI
+6.2%
+69.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | +6.4% | +12.1% | -5.7% | +6.5% |
| 30D | +10.4% | +75.7% | -65.3% | +10.7% |
| 3M | +23.1% | +31.7% | -8.6% | +23.5% |
| 6M | +36.3% | +111.5% | -75.2% | +36.2% |
| YTD | +96.0% | +45.8% | +50.2% | +96.6% |
| 1Y | +94.2% | +112.5% | -18.3% | +90.8% |
| 3Y | +75.3% | +8.5% | +66.8% | +71.0% |
| All | +75.3% | +6.2% | +69.1% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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