-6.3%
FTV vs EQNR
+72.8%
-79.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -4.0% | +6.4% | -10.4% | -4.2% |
| 30D | -11.0% | +10.4% | -21.4% | -11.4% |
| 3M | -8.4% | +23.1% | -31.5% | -9.4% |
| 6M | -2.6% | +36.3% | -38.8% | -5.5% |
| YTD | -0.6% | +96.0% | -96.6% | -8.4% |
| 1Y | +11.0% | +94.2% | -83.3% | +2.2% |
| 3Y | -6.3% | +75.3% | -81.6% | -15.0% |
| All | -6.3% | +72.8% | -79.1% | -15.0% |
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