-94.7%
FCUV vs EQNR
+93.1%
-187.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.4% |
| 7D | -66.5% | +6.4% | -72.9% | -67.5% |
| 30D | +5.0% | +10.4% | -5.4% | -0.6% |
| 3M | +63.8% | +23.1% | +40.7% | +54.0% |
| 6M | -67.8% | +36.3% | -104.1% | -69.9% |
| YTD | -82.4% | +96.0% | -178.4% | -84.0% |
| 1Y | -94.7% | +94.2% | -189.0% | -95.1% |
| All | -94.7% | +93.1% | -187.8% | -95.1% |
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