+291.1%
VRSN vs EQNR
+416.8%
-125.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +0.2% | +6.4% | -6.2% | -0.8% |
| 30D | +3.8% | +10.4% | -6.6% | +2.0% |
| 3M | +5.0% | +23.1% | -18.1% | +1.2% |
| 6M | +24.9% | +36.3% | -11.4% | +17.7% |
| YTD | +21.6% | +96.0% | -74.4% | +7.2% |
| 1Y | +2.4% | +94.2% | -91.8% | -9.7% |
| 3Y | +47.3% | +75.3% | -27.9% | +30.1% |
| 5Y | +34.7% | +187.2% | -152.5% | +2.3% |
| All | +291.1% | +416.8% | -125.8% | +139.7% |
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