+2,072.5%
FTNT vs EQNR
+416.8%
+1,655.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -0.1% | +6.4% | -6.6% | -1.7% |
| 30D | -3.0% | +10.4% | -13.3% | -5.4% |
| 3M | +7.6% | +23.1% | -15.5% | +1.5% |
| 6M | +87.0% | +36.3% | +50.7% | +69.9% |
| YTD | +96.5% | +96.0% | +0.6% | +60.8% |
| 1Y | +92.9% | +94.2% | -1.3% | +57.7% |
| 3Y | +139.8% | +75.3% | +64.6% | +97.0% |
| 5Y | +151.3% | +187.2% | -35.9% | +66.8% |
| All | +2,072.5% | +416.8% | +1,655.7% | +1,032.4% |
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