+138.4%
EQNR vs VT
+57.0%
+81.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.3% | +2.4% | -0.1% | +1.5% |
| 30D | -5.2% | -1.5% | -3.7% | -4.8% |
| 3M | +7.0% | -4.1% | +11.1% | +8.3% |
| 6M | +14.4% | +0.6% | +13.9% | +13.2% |
| YTD | +87.9% | +11.0% | +76.8% | +75.9% |
| 1Y | +84.8% | +13.3% | +71.4% | +70.8% |
| 3Y | +62.7% | +73.4% | -10.7% | +16.0% |
| All | +138.4% | +57.0% | +81.4% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling