+914.4%
FN vs EQNR
+416.8%
+497.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +1.8% | +6.4% | -4.7% | +0.4% |
| 30D | -27.5% | +10.4% | -37.9% | -29.0% |
| 3M | -28.8% | +23.1% | -51.9% | -32.4% |
| 6M | -20.9% | +36.3% | -57.2% | -27.6% |
| YTD | -8.9% | +96.0% | -104.9% | -24.2% |
| 1Y | +14.5% | +94.2% | -79.7% | -4.9% |
| 3Y | +172.6% | +75.3% | +97.4% | +127.3% |
| 5Y | +300.6% | +187.2% | +113.4% | +169.2% |
| All | +914.4% | +416.8% | +497.6% | +483.4% |
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