+103.6%
FFIV vs EQNR
+183.4%
-79.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.4% |
| 7D | +5.4% | +6.4% | -1.0% | +4.8% |
| 30D | -2.7% | +10.4% | -13.0% | -3.7% |
| 3M | +4.5% | +23.1% | -18.6% | +2.0% |
| 6M | +42.2% | +36.3% | +5.9% | +36.5% |
| YTD | +61.3% | +96.0% | -34.7% | +48.1% |
| 1Y | +23.0% | +94.2% | -71.2% | +13.0% |
| 3Y | +156.3% | +75.3% | +81.0% | +135.8% |
| All | +103.6% | +183.4% | -79.7% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling