+1,208.7%
VST vs EQNR
+370.8%
+838.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -0.6% | +6.4% | -7.1% | -2.5% |
| 30D | +1.2% | +10.4% | -9.2% | -1.9% |
| 3M | +1.5% | +23.1% | -21.6% | -5.3% |
| 6M | -6.5% | +36.3% | -42.8% | -17.2% |
| YTD | -7.8% | +96.0% | -103.7% | -28.7% |
| 1Y | -26.9% | +94.2% | -121.1% | -43.6% |
| 3Y | +353.9% | +75.3% | +278.6% | +257.1% |
| 5Y | +782.7% | +187.2% | +595.5% | +449.1% |
| All | +1,208.7% | +370.8% | +838.0% | +509.9% |
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