+165.7%
FN vs EQNR
+74.0%
+91.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.2% | -3.4% |
| 7D | +2.3% | +5.7% | -3.5% | +2.4% |
| 30D | -23.2% | +11.3% | -34.5% | -22.9% |
| 3M | -30.4% | +21.5% | -51.9% | -30.0% |
| 6M | -25.6% | +41.8% | -67.5% | -26.2% |
| YTD | -11.3% | +97.3% | -108.6% | -13.9% |
| 1Y | +8.4% | +89.9% | -81.5% | +5.4% |
| All | +165.7% | +74.0% | +91.7% | +153.3% |
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 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