+97.4%
VCIT vs EQNR
+328.5%
-231.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.2% |
| 7D | -0.2% | +3.8% | -4.0% | -0.2% |
| 30D | -0.5% | +11.4% | -11.9% | -0.6% |
| 3M | -0.9% | +24.8% | -25.7% | -1.1% |
| 6M | -1.9% | +42.3% | -44.2% | -2.2% |
| YTD | -1.0% | +97.9% | -98.8% | -1.6% |
| 1Y | +0.2% | +95.9% | -95.7% | -0.4% |
| 3Y | +19.0% | +77.3% | -58.3% | +18.3% |
| 5Y | +3.1% | +195.3% | -192.2% | +2.0% |
| 10Y | +29.8% | +420.4% | -390.7% | +27.5% |
| All | +97.4% | +328.5% | -231.1% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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