+216.0%
EQNR vs VT
+371.8%
-155.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.6% |
| 7D | -1.9% | +1.0% | -2.9% | -3.1% |
| 30D | +12.6% | -0.2% | +12.8% | +12.6% |
| 3M | +16.5% | +4.5% | +12.0% | +9.5% |
| 6M | +31.8% | +14.1% | +17.7% | +9.7% |
| YTD | +89.8% | +14.8% | +75.0% | +56.6% |
| 1Y | +87.6% | +21.2% | +66.4% | +44.7% |
| 3Y | +70.1% | +76.6% | -6.5% | -17.8% |
| 5Y | +181.1% | +66.6% | +114.5% | +40.6% |
| 10Y | +370.9% | +222.3% | +148.6% | +7.8% |
| All | +216.0% | +371.8% | -155.8% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling