+76.5%
FTV vs EQNR
+416.8%
-340.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -4.0% | +6.4% | -10.4% | -5.5% |
| 30D | -11.0% | +10.4% | -21.4% | -13.3% |
| 3M | -8.4% | +23.1% | -31.5% | -13.8% |
| 6M | -2.6% | +36.3% | -38.8% | -12.1% |
| YTD | -0.6% | +96.0% | -96.6% | -19.6% |
| 1Y | +11.0% | +94.2% | -83.3% | -10.2% |
| 3Y | -6.3% | +75.3% | -81.6% | -23.8% |
| 5Y | -1.5% | +187.2% | -188.8% | -37.3% |
| All | +76.5% | +416.8% | -340.3% | -15.3% |
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