+235.8%
EQNR vs VSXY
+37.5%
+198.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.7% |
| 7D | +6.4% | +0.1% | +6.3% | +6.4% |
| 30D | +10.4% | -18.7% | +29.0% | +10.6% |
| 3M | +23.1% | -4.0% | +27.1% | +23.1% |
| 6M | +36.3% | +67.5% | -31.2% | +34.6% |
| YTD | +96.0% | +39.7% | +56.3% | +94.0% |
| 1Y | +94.2% | +180.0% | -85.8% | +86.8% |
| 3Y | +75.3% | +337.3% | -262.0% | +59.3% |
| 5Y | +187.2% | +22.7% | +164.5% | +170.3% |
| All | +235.8% | +37.5% | +198.2% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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