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  • FLUT vs EQNR✓SelectedUSD · EQNRFLUT vs EQNR performance historyLatest closeAs of+1.91%09/11
Stock and ETF performance explorer

FLUT vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,064.0%
EQNR return
+1,939.7%
Excess return
+124.3%
Maximum drawdown
-70.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
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%+1.9%
3M-9.2%+23.1%-32.3%-10.4%
6M-8.2%+36.3%-44.5%-10.2%
YTD-53.2%+96.0%-149.2%-55.4%
1Y-65.6%+94.2%-159.8%-67.2%
3Y-43.6%+75.3%-118.8%-46.1%
5Y-50.3%+187.2%-237.5%-54.4%
10Y-9.3%+415.5%-424.8%-20.4%
All+2,064.0%+1,939.7%+124.3%+1,903.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling