-100.0%
VIVK vs EQNR
+93.1%
-193.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.7% | -6.7% | -7.1% |
| 7D | -4.4% | +6.4% | -10.8% | -7.4% |
| 30D | -40.8% | +10.4% | -51.2% | -43.9% |
| 3M | -94.1% | +23.1% | -117.2% | -94.6% |
| 6M | -98.2% | +36.3% | -134.5% | -98.4% |
| YTD | -98.0% | +96.0% | -194.0% | -98.2% |
| 1Y | -100.0% | +94.2% | -194.2% | -100.0% |
| All | -100.0% | +93.1% | -193.1% | -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