-51.7%
FIG vs EQNR
+89.2%
-140.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.2% | +11.4% | +4.9% |
| 7D | -4.7% | -10.2% | +5.5% | -5.0% |
| 30D | +0.5% | +1.1% | -0.5% | +0.3% |
| 3M | -18.4% | +10.3% | -28.7% | -18.4% |
| 6M | +10.9% | +5.7% | +5.2% | +8.6% |
| YTD | -40.8% | +87.2% | -128.0% | -36.1% |
| 1Y | -51.7% | +87.4% | -139.1% | -47.9% |
| All | -51.7% | +89.2% | -140.9% | -47.9% |
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 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