+66.7%
FITB vs EQNR
+183.4%
-116.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -0.3% | +6.4% | -6.7% | -1.2% |
| 30D | -5.7% | +10.4% | -16.0% | -7.2% |
| 3M | +3.2% | +23.1% | -19.9% | -0.5% |
| 6M | +23.4% | +36.3% | -12.9% | +15.2% |
| YTD | +18.8% | +96.0% | -77.2% | +1.8% |
| 1Y | +25.0% | +94.2% | -69.2% | +7.1% |
| 3Y | +131.2% | +75.3% | +55.9% | +100.1% |
| All | +66.7% | +183.4% | -116.7% | +16.5% |
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