-35.7%
VG vs EQNR
+105.5%
-141.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | -1.4% |
| 7D | +3.8% | +3.8% | 0.0% | -0.9% |
| 30D | +7.2% | +11.4% | -4.2% | -6.4% |
| 3M | +22.8% | +24.8% | -2.0% | -5.6% |
| 6M | +33.2% | +42.3% | -9.1% | -11.5% |
| YTD | +124.8% | +97.9% | +27.0% | +2.7% |
| 1Y | +15.8% | +95.9% | -80.1% | -46.7% |
| All | -35.7% | +105.5% | -141.2% | -71.7% |
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 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