+409.3%
EQNR vs VCLT
+17.1%
+392.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.4% | -1.4% | +7.8% | +6.7% |
| 30D | +10.4% | -1.2% | +11.5% | +10.6% |
| 3M | +23.1% | -4.8% | +27.9% | +24.2% |
| 6M | +36.3% | -2.6% | +38.9% | +36.6% |
| YTD | +96.0% | -3.3% | +99.3% | +96.6% |
| 1Y | +94.2% | -4.8% | +99.0% | +95.6% |
| 3Y | +75.3% | +11.5% | +63.7% | +68.7% |
| 5Y | +187.2% | -17.0% | +204.2% | +201.6% |
| All | +409.3% | +17.1% | +392.2% | +392.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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