+47.7%
FND vs EQNR
+377.3%
-329.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -5.8% | +6.4% | -12.2% | -7.2% |
| 30D | -20.2% | +10.4% | -30.6% | -22.3% |
| 3M | -12.0% | +23.1% | -35.0% | -17.5% |
| 6M | -18.5% | +36.3% | -54.8% | -28.1% |
| YTD | -22.3% | +96.0% | -118.2% | -39.8% |
| 1Y | -47.6% | +94.2% | -141.9% | -59.5% |
| 3Y | -49.8% | +75.3% | -125.0% | -60.8% |
| 5Y | -63.0% | +187.2% | -250.2% | -78.5% |
| All | +47.7% | +377.3% | -329.6% | -26.7% |
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