-100.0%
VIVK vs EQNR
+86.3%
-186.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.3% | -0.6% | -22.7% | -23.0% |
| 7D | -75.3% | -10.6% | -64.7% | -73.5% |
| 30D | -92.3% | -1.1% | -91.2% | -92.2% |
| 3M | -98.3% | +12.6% | -111.0% | -98.4% |
| 6M | -99.9% | +4.9% | -104.9% | -99.9% |
| YTD | -99.9% | +86.1% | -186.0% | -99.9% |
| 1Y | -100.0% | +87.5% | -187.5% | -100.0% |
| All | -100.0% | +86.3% | -186.3% | -100.0% |
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 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