+281.4%
FCEL vs EQNR
+85.2%
+196.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +1.9% |
| 7D | -15.8% | +1.7% | -17.5% | -15.7% |
| 30D | -29.3% | +11.5% | -40.7% | -29.0% |
| 3M | -30.1% | +12.9% | -43.0% | -28.0% |
| 6M | +74.4% | +36.0% | +38.5% | +68.7% |
| YTD | +104.5% | +84.1% | +20.4% | +83.3% |
| 1Y | +281.4% | +83.8% | +197.6% | +258.5% |
| All | +281.4% | +85.2% | +196.2% | +258.5% |
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