+86.2%
EQNR vs VLTO
+25.1%
+61.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.1% | +4.3% |
| 7D | +3.8% | -2.6% | +6.3% | +3.9% |
| 30D | +11.4% | -2.5% | +13.9% | +11.5% |
| 3M | +24.8% | +10.1% | +14.7% | +24.0% |
| 6M | +42.3% | +1.0% | +41.3% | +42.2% |
| YTD | +97.9% | -4.8% | +102.6% | +98.7% |
| 1Y | +95.9% | -9.3% | +105.3% | +97.9% |
| All | +86.2% | +25.1% | +61.1% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 all: compounded portfolio wealth divided by compounded VLTO 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…
all analysis · Full analysis span regression · 6 months rolling