+61.8%
VNQ vs EQNR
+416.8%
-355.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -1.3% | +6.4% | -7.7% | -2.5% |
| 30D | -2.6% | +10.4% | -12.9% | -4.6% |
| 3M | -2.0% | +23.1% | -25.1% | -6.6% |
| 6M | +4.3% | +36.3% | -32.0% | -3.8% |
| YTD | +9.2% | +96.0% | -86.7% | -7.8% |
| 1Y | +5.6% | +94.2% | -88.6% | -10.9% |
| 3Y | +30.8% | +75.3% | -44.4% | +10.9% |
| 5Y | +8.0% | +187.2% | -179.2% | -23.7% |
| All | +61.8% | +416.8% | -355.0% | -13.0% |
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 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