-11.1%
VRSK vs EQNR
+183.4%
-194.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -5.2% | +6.4% | -11.6% | -5.4% |
| 30D | -2.3% | +10.4% | -12.7% | -2.7% |
| 3M | -2.9% | +23.1% | -26.0% | -3.9% |
| 6M | -12.8% | +36.3% | -49.1% | -13.8% |
| YTD | -20.8% | +96.0% | -116.8% | -22.4% |
| 1Y | -33.2% | +94.2% | -127.4% | -34.6% |
| 3Y | -26.6% | +75.3% | -101.8% | -27.9% |
| All | -11.1% | +183.4% | -194.5% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling