+49.1%
VSAT vs EQNR
+183.4%
-134.2%
-89.8%
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% | +0.3% |
| 7D | -1.3% | +6.4% | -7.8% | -2.9% |
| 30D | -14.8% | +10.4% | -25.2% | -17.0% |
| 3M | +2.2% | +23.1% | -20.9% | -3.6% |
| 6M | +60.2% | +36.3% | +23.9% | +43.3% |
| YTD | +115.6% | +96.0% | +19.7% | +70.1% |
| 1Y | +132.9% | +94.2% | +38.7% | +83.4% |
| 3Y | +216.1% | +75.3% | +140.8% | +152.4% |
| All | +49.1% | +183.4% | -134.2% | +19.1% |
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