+30.1%
VIK vs EQNR
+93.1%
-63.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +0.9% |
| 7D | -0.9% | +6.4% | -7.4% | +1.8% |
| 30D | -18.4% | +10.4% | -28.8% | -14.6% |
| 3M | -8.8% | +23.1% | -31.9% | +0.8% |
| 6M | +17.1% | +36.3% | -19.1% | +33.4% |
| YTD | +19.0% | +96.0% | -76.9% | +44.9% |
| 1Y | +30.1% | +94.2% | -64.1% | +57.4% |
| All | +30.1% | +93.1% | -63.0% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling