+64.5%
FBTC vs EQNR
+82.4%
-17.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -3.1% | +6.4% | -9.6% | -3.5% |
| 30D | +22.0% | +10.4% | +11.7% | +21.3% |
| 3M | +21.6% | +23.1% | -1.5% | +19.8% |
| 6M | +9.2% | +36.3% | -27.1% | +5.0% |
| YTD | -11.8% | +96.0% | -107.8% | -19.7% |
| 1Y | -32.7% | +94.2% | -126.9% | -38.7% |
| All | +64.5% | +82.4% | -17.9% | +48.4% |
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