-99.2%
FCEL vs EQNR
+427.4%
-526.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.3% | -3.5% |
| 7D | +2.2% | +5.8% | -3.6% | -0.8% |
| 30D | -31.7% | +9.2% | -40.9% | -35.0% |
| 3M | -9.8% | +24.3% | -34.1% | -21.8% |
| 6M | +130.5% | +28.9% | +101.6% | +91.9% |
| YTD | +109.0% | +94.8% | +14.2% | +36.0% |
| 1Y | +122.4% | +92.6% | +29.8% | +44.3% |
| 3Y | -60.2% | +70.7% | -130.9% | -73.4% |
| 5Y | -92.1% | +180.0% | -272.1% | -96.5% |
| 10Y | -99.2% | +428.8% | -527.9% | -99.8% |
| All | -99.2% | +427.4% | -526.5% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling