-33.5%
VG vs EQNR
+103.6%
-137.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.8% |
| 7D | +9.6% | +6.4% | +3.1% | +1.4% |
| 30D | +15.2% | +10.4% | +4.8% | +1.7% |
| 3M | +24.1% | +23.1% | +1.0% | -3.1% |
| 6M | +27.2% | +36.3% | -9.1% | -11.3% |
| YTD | +132.3% | +96.0% | +36.3% | +7.3% |
| 1Y | +15.7% | +94.2% | -78.5% | -46.2% |
| All | -33.5% | +103.6% | -137.1% | -70.4% |
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 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