+83.3%
EQNR vs VYM
+16.6%
+66.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.5% |
| 7D | -13.9% | -2.8% | -11.0% | -14.9% |
| 30D | +0.9% | +1.0% | -0.1% | +1.4% |
| 3M | +7.4% | -2.9% | +10.4% | +5.9% |
| 6M | +12.6% | +2.6% | +10.1% | +13.1% |
| YTD | +83.7% | +12.8% | +70.9% | +87.2% |
| 1Y | +83.3% | +16.8% | +66.6% | +84.1% |
| All | +83.3% | +16.6% | +66.8% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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