+3,076.9%
FTAI vs EQNR
+416.8%
+2,660.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.5% |
| 7D | -5.2% | +6.4% | -11.6% | -7.1% |
| 30D | -17.9% | +10.4% | -28.3% | -20.6% |
| 3M | -22.7% | +23.1% | -45.8% | -28.7% |
| 6M | -28.0% | +36.3% | -64.3% | -38.2% |
| YTD | -5.0% | +96.0% | -100.9% | -30.5% |
| 1Y | +10.4% | +94.2% | -83.8% | -19.4% |
| 3Y | +425.2% | +75.3% | +350.0% | +290.2% |
| 5Y | +890.3% | +187.2% | +703.1% | +433.4% |
| All | +3,076.9% | +416.8% | +2,660.1% | +1,048.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling