+409.3%
EQNR vs VIG
+250.0%
+159.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.3% |
| 7D | +6.4% | -1.1% | +7.5% | +7.4% |
| 30D | +10.4% | -2.7% | +13.1% | +12.8% |
| 3M | +23.1% | +2.5% | +20.5% | +19.9% |
| 6M | +36.3% | +9.2% | +27.1% | +24.6% |
| YTD | +96.0% | +9.8% | +86.1% | +78.0% |
| 1Y | +94.2% | +12.4% | +81.8% | +72.4% |
| 3Y | +75.3% | +55.9% | +19.4% | +12.3% |
| 5Y | +187.2% | +63.9% | +123.3% | +70.4% |
| All | +409.3% | +250.0% | +159.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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