-10.3%
VFC vs EQNR
+87.7%
-98.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -1.3% |
| 7D | -3.7% | +2.7% | -6.3% | -2.7% |
| 30D | -13.7% | +10.0% | -23.7% | -10.7% |
| 3M | -19.5% | +13.5% | -33.0% | -14.8% |
| 6M | -29.3% | +39.2% | -68.6% | -25.9% |
| YTD | -26.6% | +86.6% | -113.2% | -26.4% |
| All | -10.3% | +87.7% | -98.1% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling