+75.3%
EQNR vs VCLT
+11.4%
+63.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.4% | -1.4% | +7.8% | +6.2% |
| 30D | +10.4% | -1.2% | +11.5% | +10.1% |
| 3M | +23.1% | -4.8% | +27.9% | +22.5% |
| 6M | +36.3% | -2.6% | +38.9% | +35.6% |
| YTD | +96.0% | -3.3% | +99.3% | +94.9% |
| 1Y | +94.2% | -4.8% | +99.0% | +93.7% |
| 3Y | +75.3% | +11.5% | +63.7% | +80.4% |
| All | +75.3% | +11.4% | +63.9% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling