+0.1%
FAST vs EQNR
+87.7%
-87.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +2.6% |
| 7D | -3.7% | +2.7% | -6.4% | -3.5% |
| 30D | -1.0% | +10.0% | -10.9% | -0.3% |
| 3M | +6.5% | +13.5% | -7.0% | +7.8% |
| 6M | +7.6% | +39.2% | -31.6% | +6.1% |
| YTD | +24.7% | +86.6% | -61.9% | +19.0% |
| All | +0.1% | +87.7% | -87.7% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling