+83.8%
EQNR vs VYM
+21.4%
+62.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.5% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +11.5% | -0.5% | +12.0% | +11.3% |
| 3M | +12.9% | +3.0% | +9.9% | +13.5% |
| 6M | +36.0% | +8.2% | +27.7% | +39.8% |
| YTD | +84.1% | +15.8% | +68.3% | +83.9% |
| 1Y | +83.8% | +20.8% | +62.9% | +80.8% |
| All | +83.8% | +21.4% | +62.3% | +80.8% |
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