+156.3%
FFIV vs EQNR
+72.8%
+83.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.4% |
| 7D | +5.4% | +6.4% | -1.0% | +4.9% |
| 30D | -2.7% | +10.4% | -13.0% | -3.5% |
| 3M | +4.5% | +23.1% | -18.6% | +2.5% |
| 6M | +42.2% | +36.3% | +5.9% | +37.3% |
| YTD | +61.3% | +96.0% | -34.7% | +49.6% |
| 1Y | +23.0% | +94.2% | -71.2% | +14.2% |
| 3Y | +156.3% | +75.3% | +81.0% | +136.9% |
| All | +156.3% | +72.8% | +83.5% | +136.9% |
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