+94.2%
EQNR vs VT
+19.6%
+74.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | +0.1% |
| 7D | +6.4% | -1.1% | +7.5% | +5.5% |
| 30D | +10.4% | -1.0% | +11.3% | +9.6% |
| 3M | +23.1% | +3.2% | +19.9% | +26.6% |
| 6M | +36.3% | +12.5% | +23.8% | +49.7% |
| YTD | +96.0% | +14.1% | +81.9% | +114.7% |
| 1Y | +94.2% | +18.9% | +75.3% | +113.0% |
| All | +94.2% | +19.6% | +74.6% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling