-27.5%
FBTC vs EQNR
+85.2%
-112.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.5% |
| 7D | +2.9% | +1.7% | +1.2% | +2.8% |
| 30D | +23.0% | +11.5% | +11.6% | +22.5% |
| 3M | +25.6% | +12.9% | +12.7% | +24.7% |
| 6M | +9.0% | +36.0% | -27.0% | -0.9% |
| YTD | -8.9% | +84.1% | -93.1% | -25.5% |
| 1Y | -27.5% | +83.8% | -111.3% | -40.2% |
| All | -27.5% | +85.2% | -112.8% | -40.2% |
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