+58.4%
VEA vs EQNR
+176.5%
-118.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.3% |
| 7D | -2.8% | +5.8% | -8.6% | -3.3% |
| 30D | -2.5% | +9.2% | -11.8% | -3.4% |
| 3M | +0.8% | +24.3% | -23.5% | -1.6% |
| 6M | +13.2% | +28.9% | -15.7% | +8.8% |
| YTD | +15.6% | +94.8% | -79.2% | +3.8% |
| 1Y | +23.4% | +92.6% | -69.3% | +10.8% |
| 3Y | +71.9% | +70.7% | +1.2% | +55.4% |
| 5Y | +58.4% | +180.0% | -121.6% | +32.0% |
| All | +58.4% | +176.5% | -118.0% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling