+5.5%
FPS vs EQNR
+68.7%
-63.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +3.3% |
| 7D | -3.2% | +2.7% | -5.9% | -2.3% |
| 30D | -22.3% | +10.0% | -32.3% | -19.7% |
| 3M | -48.8% | +13.5% | -62.3% | -45.7% |
| 6M | -8.8% | +39.2% | -48.1% | -14.0% |
| All | +5.5% | +68.7% | -63.2% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling