+14.7%
FXI vs EQNR
+416.8%
-402.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -3.9% | +6.4% | -10.3% | -5.5% |
| 30D | -2.1% | +10.4% | -12.5% | -4.7% |
| 3M | -0.5% | +23.1% | -23.6% | -6.3% |
| 6M | -4.5% | +36.3% | -40.8% | -13.8% |
| YTD | -9.2% | +96.0% | -105.2% | -26.5% |
| 1Y | -13.8% | +94.2% | -108.0% | -30.2% |
| 3Y | +36.6% | +75.3% | -38.7% | +11.7% |
| 5Y | -6.7% | +187.2% | -193.9% | -37.2% |
| All | +14.7% | +416.8% | -402.1% | -39.6% |
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