-40.6%
FIS vs EQNR
+416.8%
-457.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -7.9% | +6.4% | -14.3% | -9.4% |
| 30D | -8.0% | +10.4% | -18.3% | -10.3% |
| 3M | +0.6% | +23.1% | -22.5% | -5.1% |
| 6M | -22.2% | +36.3% | -58.5% | -29.2% |
| YTD | -40.8% | +96.0% | -136.8% | -51.4% |
| 1Y | -41.5% | +94.2% | -135.7% | -52.1% |
| 3Y | -25.5% | +75.3% | -100.8% | -38.7% |
| 5Y | -64.8% | +187.2% | -252.0% | -76.6% |
| All | -40.6% | +416.8% | -457.4% | -69.4% |
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