+246.7%
FFIV vs EQNR
+416.8%
-170.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.5% |
| 7D | +5.4% | +6.4% | -1.0% | +4.1% |
| 30D | -2.7% | +10.4% | -13.0% | -4.6% |
| 3M | +4.5% | +23.1% | -18.6% | -0.4% |
| 6M | +42.2% | +36.3% | +5.9% | +31.7% |
| YTD | +61.3% | +96.0% | -34.7% | +37.6% |
| 1Y | +23.0% | +94.2% | -71.2% | +5.0% |
| 3Y | +156.3% | +75.3% | +81.0% | +119.6% |
| 5Y | +102.9% | +187.2% | -84.4% | +46.2% |
| All | +246.7% | +416.8% | -170.1% | +108.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling