+19.3%
VMC vs EQNR
+72.8%
-53.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.8% |
| 7D | -3.8% | +6.4% | -10.2% | -3.1% |
| 30D | -9.7% | +10.4% | -20.0% | -8.7% |
| 3M | -9.6% | +23.1% | -32.7% | -7.4% |
| 6M | -4.8% | +36.3% | -41.1% | -2.5% |
| YTD | -10.9% | +96.0% | -106.8% | -8.4% |
| 1Y | -15.6% | +94.2% | -109.8% | -13.3% |
| 3Y | +19.3% | +75.3% | -55.9% | +22.2% |
| All | +19.3% | +72.8% | -53.5% | +22.2% |
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