+192.7%
VSH vs EQNR
+416.8%
-224.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.4% |
| 7D | +4.8% | +6.4% | -1.7% | +2.5% |
| 30D | -0.7% | +10.4% | -11.1% | -4.2% |
| 3M | -43.1% | +23.1% | -66.1% | -47.9% |
| 6M | +91.8% | +36.3% | +55.5% | +65.0% |
| YTD | +131.6% | +96.0% | +35.7% | +70.9% |
| 1Y | +118.1% | +94.2% | +23.9% | +60.8% |
| 3Y | +40.9% | +75.3% | -34.4% | +5.5% |
| 5Y | +75.8% | +187.2% | -111.5% | -6.7% |
| All | +192.7% | +416.8% | -224.1% | +14.4% |
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