+425.2%
FTAI vs EQNR
+72.8%
+352.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.3% |
| 7D | -5.2% | +6.4% | -11.6% | -5.0% |
| 30D | -17.9% | +10.4% | -28.3% | -17.6% |
| 3M | -22.7% | +23.1% | -45.8% | -21.9% |
| 6M | -28.0% | +36.3% | -64.3% | -30.3% |
| YTD | -5.0% | +96.0% | -100.9% | -17.6% |
| 1Y | +10.4% | +94.2% | -83.8% | -4.4% |
| 3Y | +425.2% | +75.3% | +350.0% | +347.5% |
| All | +425.2% | +72.8% | +352.4% | +347.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling