+0.9%
VMC vs EQNR
+86.3%
-85.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.2% |
| 7D | +1.9% | -10.6% | +12.4% | -0.7% |
| 30D | +14.7% | -1.1% | +15.8% | +14.6% |
| 3M | -0.3% | +12.6% | -12.9% | +3.0% |
| 6M | -1.7% | +4.9% | -6.6% | +1.2% |
| YTD | +0.7% | +86.1% | -85.4% | +5.4% |
| 1Y | +0.9% | +87.5% | -86.6% | +6.0% |
| All | +0.9% | +86.3% | -85.4% | +6.0% |
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