+1,036.2%
FTI vs EQNR
+183.4%
+852.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | -4.4% | +6.4% | -10.8% | -8.0% |
| 30D | +1.5% | +10.4% | -8.9% | -4.5% |
| 3M | +8.2% | +23.1% | -14.9% | -5.3% |
| 6M | +18.8% | +36.3% | -17.5% | -5.0% |
| YTD | +71.7% | +96.0% | -24.3% | +6.3% |
| 1Y | +90.0% | +94.2% | -4.2% | +18.0% |
| 3Y | +270.5% | +75.3% | +195.2% | +140.5% |
| All | +1,036.2% | +183.4% | +852.8% | +358.7% |
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 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