-49.8%
FND vs EQNR
+72.8%
-122.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +0.9% |
| 7D | -5.8% | +6.4% | -12.2% | -5.0% |
| 30D | -20.2% | +10.4% | -30.6% | -19.3% |
| 3M | -12.0% | +23.1% | -35.0% | -9.6% |
| 6M | -18.5% | +36.3% | -54.8% | -18.8% |
| YTD | -22.3% | +96.0% | -118.2% | -27.9% |
| 1Y | -47.6% | +94.2% | -141.9% | -51.4% |
| 3Y | -49.8% | +75.3% | -125.0% | -53.2% |
| All | -49.8% | +72.8% | -122.6% | -53.2% |
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