+4,195.2%
FAST vs EQNR
+2,046.2%
+2,149.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -2.4% |
| 7D | +1.8% | +3.8% | -2.0% | +0.7% |
| 30D | -6.4% | +11.4% | -17.9% | -9.3% |
| 3M | +5.3% | +24.8% | -19.5% | -1.8% |
| 6M | +5.4% | +42.3% | -36.9% | -6.7% |
| YTD | +23.6% | +97.9% | -74.3% | -1.0% |
| 1Y | +4.1% | +95.9% | -91.9% | -16.7% |
| 3Y | +92.4% | +77.3% | +15.0% | +54.1% |
| 5Y | +106.1% | +195.3% | -89.2% | +32.8% |
| 10Y | +524.1% | +420.4% | +103.7% | +206.8% |
| All | +4,195.2% | +2,046.2% | +2,149.0% | +1,398.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling