+404.6%
VIAV vs EQNR
+416.8%
-12.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | +11.2% | +6.4% | +4.7% | +9.6% |
| 30D | -10.1% | +10.4% | -20.5% | -12.2% |
| 3M | -22.9% | +23.1% | -46.0% | -27.0% |
| 6M | +28.8% | +36.3% | -7.5% | +17.2% |
| YTD | +117.5% | +96.0% | +21.5% | +79.3% |
| 1Y | +216.1% | +94.2% | +121.8% | +160.1% |
| 3Y | +292.2% | +75.3% | +216.9% | +224.6% |
| 5Y | +141.0% | +187.2% | -46.2% | +58.1% |
| All | +404.6% | +416.8% | -12.2% | +147.0% |
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