-20.3%
VFC vs EQNR
+72.8%
-93.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +4.4% |
| 7D | -1.4% | +6.4% | -7.8% | -1.7% |
| 30D | -9.0% | +10.4% | -19.3% | -9.4% |
| 3M | -24.2% | +23.1% | -47.3% | -25.3% |
| 6M | -18.5% | +36.3% | -54.8% | -23.7% |
| YTD | -25.9% | +96.0% | -121.8% | -39.0% |
| 1Y | -13.0% | +94.2% | -107.2% | -28.4% |
| 3Y | -20.3% | +75.3% | -95.6% | -33.7% |
| All | -20.3% | +72.8% | -93.1% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling