+225.6%
FANG vs EQNR
+183.4%
+42.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.3% |
| 7D | +2.9% | +6.4% | -3.6% | -1.6% |
| 30D | +2.6% | +10.4% | -7.7% | -4.5% |
| 3M | +7.6% | +23.1% | -15.5% | -7.7% |
| 6M | +17.3% | +36.3% | -19.0% | -7.8% |
| YTD | +38.7% | +96.0% | -57.3% | -17.3% |
| 1Y | +51.6% | +94.2% | -42.6% | -9.2% |
| 3Y | +50.0% | +75.3% | -25.3% | -5.0% |
| All | +225.6% | +183.4% | +42.2% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling