+0.7%
FPS vs EQNR
+78.4%
-77.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.9% |
| 7D | -4.6% | +5.7% | -10.3% | -2.8% |
| 30D | -22.6% | +11.3% | -33.9% | -19.7% |
| 3M | -45.1% | +21.5% | -66.6% | -40.6% |
| 6M | -17.8% | +41.8% | -59.7% | -17.2% |
| All | +0.7% | +78.4% | -77.7% | -15.1% |
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