+181.9%
FANG vs EQNR
+416.8%
-234.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.4% |
| 7D | +2.9% | +6.4% | -3.6% | -3.1% |
| 30D | +2.6% | +10.4% | -7.7% | -6.7% |
| 3M | +7.6% | +23.1% | -15.5% | -12.6% |
| 6M | +17.3% | +36.3% | -19.0% | -15.5% |
| YTD | +38.7% | +96.0% | -57.3% | -30.8% |
| 1Y | +51.6% | +94.2% | -42.6% | -24.1% |
| 3Y | +50.0% | +75.3% | -25.3% | -20.9% |
| 5Y | +237.6% | +187.2% | +50.3% | -5.3% |
| All | +181.9% | +416.8% | -234.9% | -55.5% |
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