+161.1%
VEA vs EQNR
+416.8%
-255.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -1.5% | +6.4% | -7.9% | -2.9% |
| 30D | -0.8% | +10.4% | -11.2% | -3.2% |
| 3M | +2.5% | +23.1% | -20.6% | -3.1% |
| 6M | +11.1% | +36.3% | -25.1% | +0.8% |
| YTD | +17.2% | +96.0% | -78.8% | -4.3% |
| 1Y | +24.5% | +94.2% | -69.7% | +1.6% |
| 3Y | +75.4% | +75.3% | +0.2% | +44.2% |
| 5Y | +61.1% | +187.2% | -126.1% | +6.8% |
| All | +161.1% | +416.8% | -255.7% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling