+145.7%
VMC vs EQNR
+416.8%
-271.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | -3.8% | +6.4% | -10.2% | -5.2% |
| 30D | -9.7% | +10.4% | -20.0% | -11.9% |
| 3M | -9.6% | +23.1% | -32.7% | -14.6% |
| 6M | -4.8% | +36.3% | -41.1% | -13.8% |
| YTD | -10.9% | +96.0% | -106.8% | -27.5% |
| 1Y | -15.6% | +94.2% | -109.8% | -31.4% |
| 3Y | +19.3% | +75.3% | -55.9% | -3.1% |
| 5Y | +48.0% | +187.2% | -139.2% | -8.0% |
| All | +145.7% | +416.8% | -271.1% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling