+169.7%
VEA vs EQNR
+302.1%
-132.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -1.5% | +6.4% | -7.9% | -3.8% |
| 30D | -0.8% | +10.4% | -11.2% | -4.6% |
| 3M | +2.5% | +23.1% | -20.6% | -6.4% |
| 6M | +11.1% | +36.3% | -25.1% | -4.5% |
| YTD | +17.2% | +96.0% | -78.8% | -13.5% |
| 1Y | +24.5% | +94.2% | -69.7% | -8.2% |
| 3Y | +75.4% | +75.3% | +0.2% | +30.0% |
| 5Y | +61.1% | +187.2% | -126.1% | -10.0% |
| 10Y | +163.1% | +415.5% | -252.4% | +0.5% |
| All | +169.7% | +302.1% | -132.4% | -13.1% |
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