+195.0%
VLO vs EQNR
+72.8%
+122.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +5.3% | +6.4% | -1.1% | +2.2% |
| 30D | +18.2% | +10.4% | +7.9% | +12.6% |
| 3M | +53.3% | +23.1% | +30.2% | +37.6% |
| 6M | +70.4% | +36.3% | +34.1% | +45.5% |
| YTD | +143.4% | +96.0% | +47.4% | +74.1% |
| 1Y | +153.0% | +94.2% | +58.8% | +81.6% |
| 3Y | +195.0% | +75.3% | +119.7% | +119.7% |
| All | +195.0% | +72.8% | +122.2% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling