-100.0%
FCEL vs EQNR
+2,025.8%
-2,125.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +6.3% | +6.4% | -0.2% | +2.5% |
| 30D | -26.7% | +10.4% | -37.0% | -30.9% |
| 3M | -10.2% | +23.1% | -33.3% | -23.1% |
| 6M | +123.5% | +36.3% | +87.2% | +76.1% |
| YTD | +117.4% | +96.0% | +21.4% | +36.6% |
| 1Y | +146.0% | +94.2% | +51.8% | +53.9% |
| 3Y | -61.9% | +75.3% | -137.2% | -75.7% |
| 5Y | -90.5% | +187.2% | -277.7% | -95.9% |
| 10Y | -99.1% | +415.5% | -514.6% | -99.8% |
| All | -100.0% | +2,025.8% | -2,125.8% | -100.0% |
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