-61.9%
FCEL vs EQNR
+72.8%
-134.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +6.3% | +6.4% | -0.2% | +4.8% |
| 30D | -26.7% | +10.4% | -37.0% | -28.3% |
| 3M | -10.2% | +23.1% | -33.3% | -14.7% |
| 6M | +123.5% | +36.3% | +87.2% | +100.9% |
| YTD | +117.4% | +96.0% | +21.4% | +69.5% |
| 1Y | +146.0% | +94.2% | +51.8% | +91.8% |
| 3Y | -61.9% | +75.3% | -137.2% | -69.7% |
| All | -61.9% | +72.8% | -134.7% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling