+2,486.9%
VRT vs EQNR
+187.8%
+2,299.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | -8.4% | +6.4% | -14.8% | -9.8% |
| 30D | -10.9% | +10.4% | -21.2% | -13.1% |
| 3M | -13.7% | +23.1% | -36.8% | -19.0% |
| 6M | -4.1% | +36.3% | -40.4% | -14.0% |
| YTD | +58.7% | +96.0% | -37.2% | +27.5% |
| 1Y | +89.6% | +94.2% | -4.6% | +51.8% |
| 3Y | +558.1% | +75.3% | +482.9% | +433.3% |
| 5Y | +953.0% | +187.2% | +765.7% | +579.2% |
| All | +2,486.9% | +187.8% | +2,299.0% | +1,024.6% |
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