-68.5%
VFC vs EQNR
+416.8%
-485.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +4.5% |
| 7D | -1.4% | +6.4% | -7.8% | -3.2% |
| 30D | -9.0% | +10.4% | -19.3% | -11.7% |
| 3M | -24.2% | +23.1% | -47.3% | -29.7% |
| 6M | -18.5% | +36.3% | -54.8% | -28.7% |
| YTD | -25.9% | +96.0% | -121.8% | -43.5% |
| 1Y | -13.0% | +94.2% | -107.2% | -33.7% |
| 3Y | -20.3% | +75.3% | -95.6% | -38.3% |
| 5Y | -78.1% | +187.2% | -265.3% | -87.1% |
| All | -68.5% | +416.8% | -485.3% | -85.9% |
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