-75.0%
FRSH vs EQNR
+173.0%
-248.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -6.6% | +6.4% | -13.0% | -7.2% |
| 30D | +2.1% | +10.4% | -8.3% | +1.0% |
| 3M | +29.0% | +23.1% | +5.9% | +25.6% |
| 6M | +48.6% | +36.3% | +12.3% | +42.2% |
| YTD | -2.9% | +96.0% | -98.9% | -12.0% |
| 1Y | -7.9% | +94.2% | -102.1% | -16.5% |
| 3Y | -46.5% | +75.3% | -121.8% | -51.3% |
| All | -75.0% | +173.0% | -248.0% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling