+127.1%
EQNR vs FGI
-69.1%
+196.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.9% | +4.2% |
| 7D | +3.8% | +14.7% | -10.9% | +3.7% |
| 30D | +11.4% | +67.0% | -55.5% | +10.9% |
| 3M | +24.8% | +31.0% | -6.2% | +24.4% |
| 6M | +42.3% | +126.8% | -84.6% | +39.4% |
| YTD | +97.9% | +35.6% | +62.2% | +95.9% |
| 1Y | +95.9% | +108.9% | -13.0% | +87.5% |
| 3Y | +77.3% | -0.3% | +77.6% | +69.7% |
| All | +127.1% | -69.1% | +196.2% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling