+182.0%
EQNR vs VIG
+63.0%
+119.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +6.4% | -1.1% | +7.5% | +6.9% |
| 30D | +10.4% | -2.7% | +13.1% | +11.5% |
| 3M | +23.1% | +2.5% | +20.5% | +21.5% |
| 6M | +36.3% | +9.2% | +27.1% | +30.4% |
| YTD | +96.0% | +9.8% | +86.1% | +86.9% |
| 1Y | +94.2% | +12.4% | +81.8% | +82.9% |
| 3Y | +75.3% | +55.9% | +19.4% | +38.3% |
| All | +182.0% | +63.0% | +119.0% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling