-99.3%
FCUV vs EQNR
+72.8%
-172.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.1% |
| 3M | +63.8% | +23.1% | +40.7% | +53.8% |
| 6M | -67.8% | +36.3% | -104.1% | -70.4% |
| YTD | -82.4% | +96.0% | -178.4% | -84.9% |
| 1Y | -94.7% | +94.2% | -189.0% | -95.5% |
| 3Y | -99.3% | +75.3% | -174.5% | -99.4% |
| All | -99.3% | +72.8% | -172.1% | -99.4% |
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