-43.6%
FLUT vs EQNR
+72.8%
-116.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +0.4% | +6.4% | -6.0% | +0.8% |
| 30D | +2.5% | +10.4% | -7.8% | +3.1% |
| 3M | -9.2% | +23.1% | -32.3% | -8.1% |
| 6M | -8.2% | +36.3% | -44.5% | -7.0% |
| YTD | -53.2% | +96.0% | -149.2% | -52.8% |
| 1Y | -65.6% | +94.2% | -159.8% | -65.2% |
| 3Y | -43.6% | +75.3% | -118.8% | -44.2% |
| All | -43.6% | +72.8% | -116.4% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling