+73.1%
VSH vs EQNR
+183.4%
-110.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.2% |
| 7D | +4.8% | +6.4% | -1.7% | +4.0% |
| 30D | -0.7% | +10.4% | -11.1% | -1.9% |
| 3M | -43.1% | +23.1% | -66.1% | -44.6% |
| 6M | +91.8% | +36.3% | +55.5% | +80.4% |
| YTD | +131.6% | +96.0% | +35.7% | +102.2% |
| 1Y | +118.1% | +94.2% | +23.9% | +90.4% |
| 3Y | +40.9% | +75.3% | -34.4% | +23.9% |
| All | +73.1% | +183.4% | -110.3% | +32.8% |
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