-58.5%
FIG vs EQNR
+93.1%
-151.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +4.8% |
| 7D | -3.8% | +6.4% | -10.3% | -3.8% |
| 30D | -2.3% | +10.4% | -12.7% | -2.3% |
| 3M | +20.0% | +23.1% | -3.1% | +17.8% |
| 6M | -16.7% | +36.3% | -53.0% | -15.3% |
| YTD | -37.9% | +96.0% | -133.9% | -36.2% |
| 1Y | -58.5% | +94.2% | -152.8% | -57.4% |
| All | -58.5% | +93.1% | -151.6% | -57.4% |
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 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