-9.3%
FLUT vs EQNR
+416.8%
-426.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +0.4% | +6.4% | -6.0% | +0.1% |
| 30D | +2.5% | +10.4% | -7.8% | +2.0% |
| 3M | -9.2% | +23.1% | -32.3% | -10.4% |
| 6M | -8.2% | +36.3% | -44.5% | -10.3% |
| YTD | -53.2% | +96.0% | -149.2% | -55.6% |
| 1Y | -65.6% | +94.2% | -159.8% | -67.3% |
| 3Y | -43.6% | +75.3% | -118.8% | -46.4% |
| 5Y | -50.3% | +187.2% | -237.5% | -55.1% |
| All | -9.3% | +416.8% | -426.1% | -15.2% |
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