+94.9%
VICI vs EQNR
+250.6%
-155.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.3% | +6.4% | -8.8% | -4.2% |
| 30D | -4.8% | +10.4% | -15.1% | -7.7% |
| 3M | -10.1% | +23.1% | -33.2% | -16.4% |
| 6M | -9.7% | +36.3% | -46.0% | -20.0% |
| YTD | -8.8% | +96.0% | -104.7% | -29.0% |
| 1Y | -20.2% | +94.2% | -114.5% | -38.0% |
| 3Y | -5.8% | +75.3% | -81.0% | -26.4% |
| 5Y | +9.5% | +187.2% | -177.7% | -36.3% |
| All | +94.9% | +250.6% | -155.7% | -25.6% |
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