-98.2%
FCUV vs EQNR
+86.3%
-184.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.6% | -7.8% | -8.3% |
| 7D | -14.0% | -10.6% | -3.4% | -11.3% |
| 30D | -31.2% | -1.1% | -30.1% | -31.2% |
| 3M | -71.3% | +12.6% | -84.0% | -73.4% |
| 6M | -36.9% | +4.9% | -41.8% | -38.3% |
| YTD | -91.0% | +86.1% | -177.0% | -92.4% |
| 1Y | -98.2% | +87.5% | -185.7% | -98.5% |
| All | -98.2% | +86.3% | -184.5% | -98.5% |
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