+382.5%
EQNR vs VYM
+488.1%
-105.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.5% |
| 7D | +6.4% | -0.8% | +7.2% | +7.4% |
| 30D | +10.4% | -2.2% | +12.6% | +13.2% |
| 3M | +23.1% | +3.1% | +20.0% | +18.2% |
| 6M | +36.3% | +9.7% | +26.6% | +20.3% |
| YTD | +96.0% | +14.9% | +81.1% | +63.6% |
| 1Y | +94.2% | +17.6% | +76.7% | +57.2% |
| 3Y | +75.3% | +65.3% | +10.0% | -8.2% |
| 5Y | +187.2% | +78.7% | +108.5% | +34.4% |
| 10Y | +415.5% | +208.2% | +207.3% | +24.7% |
| All | +382.5% | +488.1% | -105.5% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling